-90.1%
AIG vs AVAV
+370.1%
-460.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.9% |
| 7D | +6.6% | +4.2% | +2.4% | +5.6% |
| 30D | +7.0% | -2.6% | +9.6% | +6.8% |
| 3M | +9.7% | -38.0% | +47.7% | +18.8% |
| 6M | +10.8% | -27.0% | +37.8% | +13.4% |
| YTD | -1.3% | -51.4% | +50.1% | +5.9% |
| 1Y | +8.4% | -60.2% | +68.6% | +20.6% |
| 3Y | +39.0% | -6.7% | +45.7% | +17.2% |
| 5Y | +59.6% | +28.3% | +31.3% | +15.8% |
| 10Y | +68.4% | +320.5% | -252.0% | -21.7% |
| All | -90.1% | +370.1% | -460.1% | -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