+63.5%
AIG vs AVAV
+520.8%
-457.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.6% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -2.9% | -25.0% | +22.0% | +0.6% |
| 3M | +0.8% | -15.0% | +15.7% | +1.7% |
| 6M | -2.7% | -33.6% | +31.0% | +0.8% |
| YTD | -11.2% | -39.2% | +28.0% | -8.9% |
| 1Y | -1.5% | -40.5% | +39.0% | +0.3% |
| 3Y | +34.4% | +29.6% | +4.8% | +11.0% |
| 5Y | +54.4% | +56.7% | -2.3% | +16.3% |
| All | +63.5% | +520.8% | -457.3% | -9.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling