+156.9%
VEA vs AVAV
+358.8%
-201.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.5% |
| 7D | 0.0% | 0.0% | 0.0% | -0.2% |
| 30D | -1.4% | -9.9% | +8.5% | -0.6% |
| 3M | -4.1% | -34.7% | +30.6% | -0.2% |
| 6M | -1.3% | -26.6% | +25.3% | +0.4% |
| YTD | +12.1% | -48.9% | +61.0% | +17.1% |
| 1Y | +16.1% | -63.0% | +79.1% | +25.4% |
| 3Y | +73.0% | +1.6% | +71.4% | +59.6% |
| 5Y | +55.1% | +34.5% | +20.6% | +33.7% |
| 10Y | +156.9% | +359.3% | -202.3% | +93.4% |
| All | +156.9% | +358.8% | -201.8% | +93.4% |
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