+94.1%
VICI vs AVAV
+160.8%
-66.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.4% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -4.8% | -25.0% | +20.2% | -2.1% |
| 3M | -11.5% | -15.0% | +3.5% | -10.8% |
| 6M | -12.8% | -33.6% | +20.8% | -10.3% |
| YTD | -9.1% | -39.2% | +30.1% | -6.8% |
| 1Y | -20.5% | -40.5% | +19.9% | -19.0% |
| 3Y | -5.8% | +29.6% | -35.4% | -18.4% |
| 5Y | +9.1% | +56.7% | -47.6% | -12.4% |
| All | +94.1% | +160.8% | -66.6% | +28.1% |
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