+24.2%
AVAV vs VYM
+64.8%
-40.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.7% |
| 7D | -3.2% | -1.0% | -2.2% | -1.9% |
| 30D | -25.6% | -2.0% | -23.5% | -23.5% |
| 3M | -20.2% | +3.1% | -23.3% | -22.9% |
| 6M | -38.1% | +8.9% | -46.9% | -43.8% |
| YTD | -41.8% | +14.7% | -56.5% | -50.1% |
| 1Y | -39.0% | +19.4% | -58.5% | -50.0% |
| All | +24.2% | +64.8% | -40.6% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling