-65.5%
AAL vs AVAV
+358.8%
-424.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.2% |
| 7D | +10.1% | 0.0% | +10.1% | +9.7% |
| 30D | +10.6% | -9.9% | +20.5% | +12.3% |
| 3M | -5.9% | -34.7% | +28.8% | +1.3% |
| 6M | +5.7% | -26.6% | +32.3% | +8.9% |
| YTD | -8.0% | -48.9% | +41.0% | -0.5% |
| 1Y | +6.0% | -63.0% | +69.0% | +22.1% |
| 3Y | +19.6% | +1.6% | +18.0% | +0.7% |
| 5Y | -34.6% | +34.5% | -69.1% | -52.1% |
| 10Y | -65.5% | +359.3% | -424.8% | -80.5% |
| All | -65.5% | +358.8% | -424.2% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling