+1,085.5%
SCHG vs AVAV
+302.3%
+783.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.4% |
| 7D | +2.7% | +4.2% | -1.5% | +2.0% |
| 30D | -5.2% | -2.6% | -2.6% | -5.1% |
| 3M | -5.2% | -38.0% | +32.8% | +1.5% |
| 6M | -0.6% | -27.0% | +26.4% | +2.1% |
| YTD | +4.7% | -51.4% | +56.1% | +12.3% |
| 1Y | +6.0% | -60.2% | +66.3% | +17.2% |
| 3Y | +78.9% | -6.7% | +85.6% | +63.0% |
| 5Y | +69.9% | +28.3% | +41.6% | +40.3% |
| 10Y | +433.0% | +320.5% | +112.5% | +229.1% |
| All | +1,085.5% | +302.3% | +783.2% | +576.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling