+84.6%
SPYG vs AVAV
+44.7%
+39.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -0.8% |
| 7D | +1.2% | +3.2% | -2.0% | +0.8% |
| 30D | -1.6% | -20.3% | +18.8% | +1.0% |
| 3M | +3.4% | -19.4% | +22.8% | +5.1% |
| 6M | +18.9% | -35.3% | +54.2% | +23.4% |
| YTD | +13.8% | -38.5% | +52.3% | +17.3% |
| 1Y | +20.6% | -37.2% | +57.8% | +23.0% |
| 3Y | +100.5% | +31.1% | +69.4% | +76.5% |
| 5Y | +84.6% | +41.0% | +43.6% | +49.0% |
| All | +84.6% | +44.7% | +39.9% | +49.0% |
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 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