+371.2%
AVAV vs VIG
+566.3%
-195.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +10.8% | +10.8% |
| 7D | -10.6% | -1.8% | -8.8% | -9.0% |
| 30D | -18.8% | +2.7% | -21.5% | -20.9% |
| 3M | -34.1% | 0.0% | -34.1% | -34.0% |
| 6M | -35.3% | +6.8% | -42.1% | -39.0% |
| YTD | -53.4% | +12.1% | -65.4% | -57.9% |
| 1Y | -65.6% | +14.8% | -80.5% | -69.7% |
| 3Y | -5.1% | +62.4% | -67.5% | -40.1% |
| 5Y | +18.5% | +59.6% | -41.0% | -23.7% |
| 10Y | +369.8% | +261.5% | +108.4% | +44.1% |
| All | +371.2% | +566.3% | -195.1% | -5.5% |
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