+688.3%
AFL vs AVAV
+478.6%
+209.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.7% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | -6.2% | -13.9% | +7.7% | -4.3% |
| 3M | +2.2% | -29.2% | +31.4% | +6.1% |
| 6M | +5.3% | -36.1% | +41.4% | +10.0% |
| YTD | +8.0% | -40.2% | +48.2% | +11.7% |
| 1Y | +10.2% | -36.2% | +46.4% | +11.3% |
| 3Y | +67.1% | +47.5% | +19.5% | +35.8% |
| 5Y | +135.6% | +39.3% | +96.3% | +84.1% |
| 10Y | +299.4% | +482.6% | -183.2% | +101.1% |
| All | +688.3% | +478.6% | +209.7% | +236.8% |
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