+171.1%
SLV vs AVAV
+361.4%
-190.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.5% | -10.6% | -0.9% |
| 7D | +5.1% | -10.6% | +15.7% | +5.9% |
| 30D | -12.9% | -18.8% | +5.9% | -11.6% |
| 3M | -16.1% | -34.1% | +18.0% | -13.6% |
| 6M | -33.2% | -35.3% | +2.2% | -31.4% |
| YTD | -27.2% | -53.4% | +26.1% | -24.0% |
| 1Y | +7.6% | -65.6% | +73.3% | +14.4% |
| 3Y | +122.3% | -5.1% | +127.4% | +118.5% |
| 5Y | +109.7% | +18.5% | +91.2% | +100.9% |
| All | +171.1% | +361.4% | -190.3% | +170.6% |
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