+509.8%
AVAV vs VYM
+209.2%
+300.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.0% |
| 7D | +1.4% | -0.8% | +2.2% | +2.3% |
| 30D | -24.3% | -2.2% | -22.1% | -22.3% |
| 3M | -20.1% | +3.1% | -23.2% | -22.6% |
| 6M | -29.4% | +9.7% | -39.1% | -35.9% |
| YTD | -39.3% | +14.9% | -54.2% | -47.4% |
| 1Y | -39.3% | +17.6% | -56.9% | -48.7% |
| 3Y | +29.5% | +65.3% | -35.8% | -24.3% |
| 5Y | +56.3% | +78.7% | -22.4% | -15.5% |
| All | +509.8% | +209.2% | +300.6% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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