+4.9%
MSCI vs AVAV
+34.3%
-29.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.6% | -11.7% | -0.3% |
| 7D | +1.5% | +3.2% | -1.7% | +1.0% |
| 30D | +14.4% | -7.4% | +21.8% | +14.9% |
| 3M | +15.2% | -32.0% | +47.2% | +18.9% |
| 6M | +11.2% | -24.6% | +35.8% | +12.6% |
| YTD | +13.9% | -47.5% | +61.4% | +18.2% |
| 1Y | +12.5% | -61.5% | +74.0% | +20.4% |
| 3Y | +32.3% | +5.5% | +26.8% | +18.2% |
| 5Y | +4.9% | +35.7% | -30.9% | -17.0% |
| All | +4.9% | +34.3% | -29.4% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling