+100.1%
VICI vs AVAV
+108.4%
-8.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.1% |
| 7D | +0.9% | +4.2% | -3.3% | +0.4% |
| 30D | +9.0% | -2.6% | +11.6% | +9.0% |
| 3M | -3.2% | -38.0% | +34.7% | +1.0% |
| 6M | -8.1% | -27.0% | +18.9% | -6.8% |
| YTD | -6.3% | -51.4% | +45.1% | -2.1% |
| 1Y | -12.1% | -60.2% | +48.1% | -6.1% |
| 3Y | +6.4% | -6.7% | +13.0% | -4.3% |
| 5Y | +14.9% | +28.3% | -13.4% | -6.4% |
| All | +100.1% | +108.4% | -8.3% | +34.5% |
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