+78.1%
AGG vs AVAV
+495.1%
-417.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | +0.1% | +3.2% | -3.1% | +0.1% |
| 30D | -0.4% | -20.3% | +20.0% | -0.3% |
| 3M | -0.3% | -19.4% | +19.2% | -0.3% |
| 6M | -1.2% | -35.3% | +34.0% | -1.2% |
| YTD | -0.4% | -38.5% | +38.1% | -0.3% |
| 1Y | +0.4% | -37.2% | +37.6% | +0.4% |
| 3Y | +13.4% | +31.1% | -17.7% | +13.5% |
| 5Y | -1.4% | +41.0% | -42.5% | -1.3% |
| 10Y | +14.8% | +508.8% | -493.9% | +17.2% |
| All | +78.1% | +495.1% | -417.1% | +84.0% |
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 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