+504.5%
AVAV vs ITOT
+657.4%
-152.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.9% | 0.0% | -13.9% | -13.8% |
| 3M | -29.2% | +2.0% | -31.2% | -30.0% |
| 6M | -36.1% | +13.0% | -49.2% | -42.4% |
| YTD | -40.2% | +14.0% | -54.2% | -46.2% |
| 1Y | -36.2% | +19.9% | -56.1% | -45.0% |
| 3Y | +47.5% | +75.8% | -28.3% | -9.1% |
| 5Y | +39.3% | +73.8% | -34.6% | -13.5% |
| 10Y | +482.6% | +295.9% | +186.7% | +87.5% |
| All | +504.5% | +657.4% | -152.9% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling