+23.5%
UL vs AVAV
+39.7%
-16.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | -0.1% |
| 7D | -1.3% | -2.2% | +0.9% | -1.3% |
| 30D | +0.5% | -13.9% | +14.4% | +0.5% |
| 3M | +17.6% | -29.2% | +46.8% | +17.9% |
| 6M | -5.4% | -36.1% | +30.8% | -5.1% |
| YTD | +0.7% | -40.2% | +40.9% | +0.9% |
| 1Y | -9.3% | -36.2% | +27.0% | -9.5% |
| 3Y | +24.5% | +47.5% | -23.0% | +18.8% |
| All | +23.5% | +39.7% | -16.2% | +17.1% |
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