+504.5%
AVAV vs VIG
+560.1%
-55.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.3% |
| 7D | -2.2% | -0.4% | -1.8% | -1.8% |
| 30D | -13.9% | -1.0% | -13.0% | -13.0% |
| 3M | -29.2% | +2.8% | -32.0% | -30.8% |
| 6M | -36.1% | +8.2% | -44.3% | -40.6% |
| YTD | -40.2% | +11.0% | -51.2% | -45.5% |
| 1Y | -36.2% | +16.1% | -52.4% | -44.3% |
| 3Y | +47.5% | +56.2% | -8.6% | -3.3% |
| 5Y | +39.3% | +63.0% | -23.7% | -12.1% |
| 10Y | +482.6% | +241.4% | +241.1% | +88.4% |
| All | +504.5% | +560.1% | -55.6% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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