-73.8%
AAL vs AVAV
+351.0%
-424.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.5% | -8.5% | -0.4% |
| 7D | +4.6% | -10.6% | +15.2% | +6.8% |
| 30D | +2.6% | -18.8% | +21.4% | +6.9% |
| 3M | -17.8% | -34.1% | +16.3% | -10.8% |
| 6M | +1.9% | -35.3% | +37.2% | +8.4% |
| YTD | -14.0% | -53.4% | +39.4% | -4.3% |
| 1Y | +0.2% | -65.6% | +65.9% | +19.2% |
| 3Y | +13.0% | -5.1% | +18.1% | -3.4% |
| 5Y | -39.6% | +18.5% | -58.1% | -54.3% |
| 10Y | -65.7% | +369.8% | -435.5% | -83.5% |
| All | -73.8% | +351.0% | -424.8% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling