+41.0%
AVAV vs ITOT
+73.9%
-32.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.5% |
| 7D | +3.2% | +0.7% | +2.5% | +2.4% |
| 30D | -20.3% | -1.1% | -19.2% | -19.2% |
| 3M | -19.4% | +3.9% | -23.3% | -22.4% |
| 6M | -35.3% | +14.7% | -50.0% | -43.7% |
| YTD | -38.5% | +13.3% | -51.8% | -45.5% |
| 1Y | -37.2% | +19.1% | -56.3% | -47.0% |
| 3Y | +31.1% | +77.3% | -46.2% | -25.4% |
| 5Y | +41.0% | +74.1% | -33.0% | -25.6% |
| All | +41.0% | +73.9% | -32.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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