-90.1%
AIG vs AVAV
+397.6%
-487.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.4% | +9.9% | -8.5% | -0.8% |
| 30D | +6.6% | -5.4% | +12.0% | +7.0% |
| 3M | +7.9% | -36.5% | +44.4% | +16.4% |
| 6M | +10.4% | -25.3% | +35.6% | +12.5% |
| YTD | -1.3% | -48.6% | +47.3% | +4.8% |
| 1Y | +11.5% | -62.1% | +73.6% | +25.6% |
| 3Y | +38.8% | +2.3% | +36.5% | +14.7% |
| 5Y | +57.8% | +35.4% | +22.4% | +13.4% |
| 10Y | +68.4% | +345.1% | -276.7% | -22.5% |
| All | -90.1% | +397.6% | -487.7% | -96.1% |
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