+1,389.7%
AJG vs AVAV
+463.2%
+926.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -2.3% |
| 7D | -7.4% | -3.2% | -4.2% | -7.1% |
| 30D | -3.0% | -25.6% | +22.6% | 0.0% |
| 3M | +12.8% | -20.2% | +33.1% | +14.6% |
| 6M | +12.8% | -38.1% | +50.9% | +17.1% |
| YTD | -4.7% | -41.8% | +37.0% | -1.6% |
| 1Y | -17.2% | -39.0% | +21.8% | -15.6% |
| 3Y | +10.2% | +24.1% | -13.9% | -1.1% |
| 5Y | +76.9% | +53.0% | +23.9% | +49.4% |
| 10Y | +480.5% | +493.8% | -13.3% | +281.3% |
| All | +1,389.7% | +463.2% | +926.5% | +784.2% |
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