+225.8%
AON vs AVAV
+358.8%
-133.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +1.9% | 0.0% | +1.9% | +1.7% |
| 30D | +23.3% | -9.9% | +33.2% | +24.0% |
| 3M | -5.5% | -34.7% | +29.2% | -2.4% |
| 6M | +8.0% | -26.6% | +34.7% | +9.5% |
| YTD | -4.0% | -48.9% | +45.0% | -0.8% |
| 1Y | -1.7% | -63.0% | +61.3% | +4.6% |
| 3Y | +2.9% | +1.6% | +1.3% | -5.8% |
| 5Y | +17.2% | +34.5% | -17.3% | +0.3% |
| 10Y | +225.8% | +359.3% | -133.5% | +144.3% |
| All | +225.8% | +358.8% | -133.0% | +144.3% |
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