+25.7%
BIL vs AVAV
+360.4%
-334.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | +9.9% | -9.8% | +0.1% |
| 30D | 0.0% | -5.4% | +5.4% | 0.0% |
| 3M | +0.6% | -36.5% | +37.1% | +0.6% |
| 6M | +1.5% | -25.3% | +26.8% | +1.5% |
| YTD | +2.8% | -48.6% | +51.4% | +2.8% |
| 1Y | +3.3% | -62.1% | +65.4% | +3.3% |
| 3Y | +13.4% | +2.3% | +11.1% | +13.4% |
| 5Y | +19.8% | +35.4% | -15.5% | +19.8% |
| 10Y | +25.7% | +345.1% | -319.4% | +25.7% |
| All | +25.7% | +360.4% | -334.7% | +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