+32.7%
UL vs AVAV
+28.1%
+4.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.3% |
| 7D | +0.3% | +4.2% | -3.9% | +0.3% |
| 30D | +3.7% | -2.6% | +6.2% | +3.7% |
| 3M | +5.6% | -38.0% | +43.6% | +5.9% |
| 6M | +17.2% | -27.0% | +44.2% | +17.3% |
| YTD | +3.9% | -51.4% | +55.3% | +4.1% |
| 1Y | 0.0% | -60.2% | +60.2% | +0.5% |
| 3Y | +34.8% | -6.7% | +41.5% | +30.3% |
| All | +32.7% | +28.1% | +4.6% | +26.2% |
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