+35.4%
AVAV vs VYM
+72.6%
-37.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.5% |
| 7D | +9.9% | -0.2% | +10.0% | +10.5% |
| 30D | -5.4% | +3.6% | -9.0% | -9.2% |
| 3M | -36.5% | -0.1% | -36.4% | -36.2% |
| 6M | -25.3% | +7.1% | -32.4% | -30.7% |
| YTD | -48.6% | +17.0% | -65.6% | -56.8% |
| 1Y | -62.1% | +19.0% | -81.1% | -68.8% |
| 3Y | +2.3% | +74.4% | -72.1% | -46.0% |
| 5Y | +35.4% | +72.7% | -37.3% | -25.8% |
| All | +35.4% | +72.6% | -37.2% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling