+14.2%
AGG vs AVAV
+520.8%
-506.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.7% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -1.0% | -25.0% | +24.0% | -0.7% |
| 3M | -1.3% | -15.0% | +13.7% | -1.2% |
| 6M | -2.1% | -33.6% | +31.5% | -1.8% |
| YTD | -1.2% | -39.2% | +38.0% | -1.0% |
| 1Y | -0.5% | -40.5% | +40.0% | -0.3% |
| 3Y | +12.4% | +29.6% | -17.2% | +11.4% |
| 5Y | -2.4% | +56.7% | -59.1% | -3.7% |
| All | +14.2% | +520.8% | -506.6% | +15.0% |
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