+163.6%
VEA vs AVAV
+478.0%
-314.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.3% |
| 7D | +0.3% | -3.2% | +3.5% | +0.6% |
| 30D | +0.4% | -25.6% | +26.0% | +3.5% |
| 3M | +4.8% | -20.2% | +25.0% | +6.5% |
| 6M | +11.3% | -38.1% | +49.3% | +15.5% |
| YTD | +17.4% | -41.8% | +59.2% | +21.4% |
| 1Y | +26.2% | -39.0% | +65.2% | +28.9% |
| 3Y | +77.7% | +24.1% | +53.7% | +60.7% |
| 5Y | +60.9% | +53.0% | +7.9% | +37.2% |
| 10Y | +163.6% | +493.8% | -330.3% | +84.9% |
| All | +163.6% | +478.0% | -314.4% | +84.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling