+160.5%
VEA vs AVAV
+315.4%
-154.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.3% |
| 7D | +2.3% | +4.2% | -2.0% | +1.8% |
| 30D | +0.2% | -2.6% | +2.8% | +0.2% |
| 3M | -5.3% | -38.0% | +32.6% | -0.9% |
| 6M | -0.9% | -27.0% | +26.1% | +0.9% |
| YTD | +12.2% | -51.4% | +63.6% | +17.8% |
| 1Y | +16.1% | -60.2% | +76.3% | +24.4% |
| 3Y | +73.0% | -6.7% | +79.6% | +61.1% |
| 5Y | +53.7% | +28.3% | +25.4% | +33.1% |
| All | +160.5% | +315.4% | -154.9% | +94.8% |
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