-2.0%
AGG vs AVAV
+33.5%
-35.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | -0.2% |
| 7D | -0.2% | -3.2% | +3.0% | -0.1% |
| 30D | -0.2% | -25.6% | +25.3% | +0.2% |
| 3M | -0.7% | -20.2% | +19.5% | -0.5% |
| 6M | -1.8% | -38.1% | +36.3% | -1.3% |
| YTD | -0.6% | -41.8% | +41.2% | -0.1% |
| 1Y | +0.4% | -39.0% | +39.4% | +0.6% |
| 3Y | +13.2% | +24.1% | -10.9% | +11.1% |
| 5Y | -2.0% | +53.0% | -55.0% | -5.2% |
| All | -2.0% | +33.5% | -35.5% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling