+320.5%
AVAV vs VYM
+206.0%
+114.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | +18.4% | +3.3% | +15.1% | +14.3% |
| 30D | -4.9% | +3.8% | -8.7% | -8.5% |
| 3M | -37.7% | -0.4% | -37.3% | -37.2% |
| 6M | -28.4% | +7.1% | -35.6% | -33.2% |
| YTD | -50.0% | +17.1% | -67.1% | -57.4% |
| 1Y | -62.6% | +18.4% | -81.0% | -68.5% |
| 3Y | -0.6% | +74.5% | -75.2% | -44.8% |
| 5Y | +31.9% | +72.5% | -40.6% | -25.4% |
| All | +320.5% | +206.0% | +114.5% | +53.3% |
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