+57.5%
AG vs AVAV
+516.1%
-458.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.6% |
| 7D | +4.5% | +3.2% | +1.3% | +3.9% |
| 30D | +12.9% | -20.3% | +33.2% | +17.6% |
| 3M | +20.9% | -19.4% | +40.4% | +24.6% |
| 6M | -19.5% | -35.3% | +15.7% | -14.2% |
| YTD | +24.8% | -38.5% | +63.3% | +32.7% |
| 1Y | +120.2% | -37.2% | +157.4% | +131.3% |
| 3Y | +279.0% | +31.1% | +247.9% | +234.7% |
| 5Y | +67.9% | +41.0% | +26.9% | +41.0% |
| 10Y | +57.5% | +508.8% | -451.3% | -9.7% |
| All | +57.5% | +516.1% | -458.6% | -9.7% |
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