+63.5%
AIG vs AVAV
+494.3%
-430.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.8% | +1.2% |
| 7D | -1.4% | -3.2% | +1.7% | -1.1% |
| 30D | -3.3% | -25.6% | +22.2% | +0.3% |
| 3M | +2.2% | -20.2% | +22.4% | +4.1% |
| 6M | -2.1% | -38.1% | +35.9% | +2.4% |
| YTD | -11.2% | -41.8% | +30.6% | -8.3% |
| 1Y | -2.1% | -39.0% | +36.9% | -1.0% |
| 3Y | +34.4% | +24.1% | +10.3% | +11.6% |
| 5Y | +53.7% | +53.0% | +0.7% | +15.9% |
| All | +63.5% | +494.3% | -430.8% | -8.8% |
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