+175.8%
SLV vs AVAV
+315.4%
-139.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -2.0% |
| 7D | -5.8% | +4.2% | -10.1% | -6.2% |
| 30D | -12.1% | -2.6% | -9.6% | -12.1% |
| 3M | -24.1% | -38.0% | +13.8% | -21.5% |
| 6M | -44.4% | -27.0% | -17.4% | -43.4% |
| YTD | -31.5% | -51.4% | +19.9% | -28.6% |
| 1Y | -6.9% | -60.2% | +53.3% | -2.0% |
| 3Y | +116.0% | -6.7% | +122.7% | +112.0% |
| 5Y | +88.4% | +28.3% | +60.1% | +79.2% |
| All | +175.8% | +315.4% | -139.6% | +157.9% |
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