+77.8%
AJG vs AVAV
+58.4%
+19.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.7% |
| 7D | -8.5% | -0.1% | -8.4% | -8.5% |
| 30D | -3.8% | -25.0% | +21.2% | -2.1% |
| 3M | +10.8% | -15.0% | +25.8% | +11.4% |
| 6M | +15.6% | -33.6% | +49.2% | +17.7% |
| YTD | -5.1% | -39.2% | +34.1% | -3.5% |
| 1Y | -16.0% | -40.5% | +24.4% | -14.9% |
| 3Y | +9.7% | +29.6% | -19.9% | +0.1% |
| 5Y | +77.8% | +56.7% | +21.1% | +50.4% |
| All | +77.8% | +58.4% | +19.4% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling