+175.9%
SLV vs AVAV
+423.1%
-247.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.6% | -9.9% | +1.7% |
| 7D | +5.6% | +3.2% | +2.5% | +5.2% |
| 30D | -12.1% | -7.4% | -4.7% | -11.8% |
| 3M | -16.3% | -32.0% | +15.7% | -14.0% |
| 6M | -34.1% | -24.6% | -9.5% | -33.2% |
| YTD | -25.3% | -47.5% | +22.2% | -22.6% |
| 1Y | +9.6% | -61.5% | +71.1% | +15.4% |
| 3Y | +132.7% | +5.5% | +127.2% | +126.6% |
| 5Y | +113.7% | +35.7% | +77.9% | +102.6% |
| 10Y | +175.9% | +379.1% | -203.2% | +172.7% |
| All | +175.9% | +423.1% | -247.2% | +172.7% |
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