-33.8%
CAG vs AVAV
+478.0%
-511.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.8% |
| 7D | -6.6% | -3.2% | -3.5% | -6.5% |
| 30D | +2.3% | -25.6% | +27.9% | +3.2% |
| 3M | +16.3% | -20.2% | +36.5% | +16.9% |
| 6M | -16.0% | -38.1% | +22.0% | -15.1% |
| YTD | -7.7% | -41.8% | +34.1% | -6.9% |
| 1Y | -16.0% | -39.0% | +23.0% | -15.8% |
| 3Y | -37.7% | +24.1% | -61.8% | -41.3% |
| 5Y | -41.2% | +53.0% | -94.3% | -46.4% |
| 10Y | -33.8% | +493.8% | -527.6% | -45.4% |
| All | -33.8% | +478.0% | -511.8% | -45.4% |
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