+25.6%
BIL vs AVAV
+361.4%
-335.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.4% | 0.0% |
| 7D | -0.3% | -10.6% | +10.3% | -0.3% |
| 30D | 0.0% | -18.8% | +18.8% | 0.0% |
| 3M | +0.6% | -34.1% | +34.7% | +0.6% |
| 6M | +1.5% | -35.3% | +36.9% | +1.5% |
| YTD | +2.8% | -53.4% | +56.1% | +2.7% |
| 1Y | +3.3% | -65.6% | +69.0% | +3.3% |
| 3Y | +13.5% | -5.1% | +18.6% | +13.5% |
| 5Y | +19.8% | +18.5% | +1.3% | +19.8% |
| All | +25.6% | +361.4% | -335.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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