-35.2%
AAL vs AVAV
+28.1%
-63.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.7% |
| 7D | -0.1% | +4.2% | -4.3% | -0.6% |
| 30D | +11.7% | -2.6% | +14.3% | +11.8% |
| 3M | -12.5% | -38.0% | +25.4% | -7.3% |
| 6M | +3.6% | -27.0% | +30.6% | +5.9% |
| YTD | -14.1% | -51.4% | +37.3% | -8.5% |
| 1Y | +0.8% | -60.2% | +61.0% | +10.1% |
| 3Y | +11.8% | -6.7% | +18.5% | -1.2% |
| All | -35.2% | +28.1% | -63.3% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling