+116.1%
SPG vs AVAV
+358.8%
-242.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.0% |
| 7D | +5.6% | 0.0% | +5.6% | +5.2% |
| 30D | +17.6% | -9.9% | +27.5% | +18.8% |
| 3M | +7.5% | -34.7% | +42.2% | +13.5% |
| 6M | +18.5% | -26.6% | +45.2% | +20.9% |
| YTD | +30.9% | -48.9% | +79.9% | +38.1% |
| 1Y | +34.1% | -63.0% | +97.1% | +49.1% |
| 3Y | +135.5% | +1.6% | +134.0% | +100.5% |
| 5Y | +86.5% | +34.5% | +52.0% | +40.8% |
| 10Y | +116.1% | +359.3% | -243.2% | +38.0% |
| All | +116.1% | +358.8% | -242.7% | +38.0% |
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