+459.5%
AJG vs AVAV
+519.3%
-59.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -8.3% | +1.4% | -9.7% | -8.4% |
| 30D | -5.7% | -24.3% | +18.6% | -3.3% |
| 3M | +9.1% | -20.1% | +29.2% | +10.6% |
| 6M | +15.2% | -29.4% | +44.6% | +17.5% |
| YTD | -6.3% | -39.3% | +33.1% | -3.9% |
| 1Y | -19.1% | -39.3% | +20.2% | -17.7% |
| 3Y | +8.2% | +29.5% | -21.2% | -3.2% |
| 5Y | +75.6% | +56.3% | +19.3% | +48.3% |
| All | +459.5% | +519.3% | -59.8% | +258.4% |
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