+152.6%
VEA vs AVAV
+440.8%
-288.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -1.9% |
| 7D | -2.2% | -10.6% | +8.4% | -0.9% |
| 30D | -3.4% | -18.8% | +15.4% | -0.8% |
| 3M | -5.6% | -34.1% | +28.5% | -0.6% |
| 6M | -3.4% | -35.3% | +31.9% | +0.6% |
| YTD | +9.7% | -53.4% | +63.1% | +17.7% |
| 1Y | +15.4% | -65.6% | +81.0% | +29.0% |
| 3Y | +68.5% | -5.1% | +73.6% | +53.4% |
| 5Y | +49.6% | +18.5% | +31.1% | +25.7% |
| 10Y | +154.3% | +369.8% | -215.5% | +50.7% |
| All | +152.6% | +440.8% | -288.2% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling