+86.5%
SPG vs AVAV
+32.4%
+54.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +0.8% |
| 7D | +5.6% | 0.0% | +5.6% | +5.4% |
| 30D | +17.6% | -9.9% | +27.5% | +18.2% |
| 3M | +7.5% | -34.7% | +42.2% | +10.3% |
| 6M | +18.5% | -26.6% | +45.2% | +19.7% |
| YTD | +30.9% | -48.9% | +79.9% | +34.4% |
| 1Y | +34.1% | -63.0% | +97.1% | +41.8% |
| 3Y | +135.5% | +1.6% | +134.0% | +112.1% |
| 5Y | +86.5% | +34.5% | +52.0% | +55.3% |
| All | +86.5% | +32.4% | +54.1% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling