+299.5%
AFL vs AVAV
+478.0%
-178.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.1% |
| 7D | -2.1% | -3.2% | +1.0% | -1.9% |
| 30D | -5.4% | -25.6% | +20.1% | -3.0% |
| 3M | -0.3% | -20.2% | +20.0% | +1.0% |
| 6M | +5.2% | -38.1% | +43.3% | +8.5% |
| YTD | +5.7% | -41.8% | +47.5% | +8.3% |
| 1Y | +10.2% | -39.0% | +49.3% | +11.3% |
| 3Y | +63.4% | +24.1% | +39.3% | +44.4% |
| 5Y | +133.0% | +53.0% | +80.0% | +92.8% |
| 10Y | +299.5% | +493.8% | -194.3% | +155.6% |
| All | +299.5% | +478.0% | -178.5% | +155.6% |
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