+165.9%
VEA vs AVAV
+510.8%
-344.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | +1.9% | +3.2% | -1.3% | +1.5% |
| 30D | +0.8% | -20.3% | +21.1% | +3.1% |
| 3M | +5.7% | -19.4% | +25.1% | +7.3% |
| 6M | +13.3% | -35.3% | +48.6% | +17.1% |
| YTD | +18.4% | -38.5% | +56.9% | +21.7% |
| 1Y | +27.0% | -37.2% | +64.2% | +29.3% |
| 3Y | +79.3% | +31.1% | +48.2% | +61.1% |
| 5Y | +62.1% | +41.0% | +21.1% | +40.0% |
| All | +165.9% | +510.8% | -344.9% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling