+20.2%
SGOV vs AVAV
+98.4%
-78.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | 0.0% |
| 7D | +0.1% | -3.2% | +3.2% | +0.1% |
| 30D | +0.3% | -25.6% | +25.9% | +0.3% |
| 3M | +0.9% | -20.2% | +21.2% | +0.9% |
| 6M | +1.8% | -38.1% | +39.9% | +1.8% |
| YTD | +2.5% | -41.8% | +44.3% | +2.5% |
| 1Y | +3.8% | -39.0% | +42.8% | +3.8% |
| 3Y | +14.4% | +24.1% | -9.7% | +14.4% |
| 5Y | +20.2% | +53.0% | -32.9% | +20.2% |
| All | +20.2% | +98.4% | -78.2% | +20.2% |
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