+900.2%
VLO vs AVAV
+516.1%
+384.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.4% | +2.8% |
| 7D | +5.8% | +3.2% | +2.6% | +5.2% |
| 30D | +28.3% | -20.3% | +48.7% | +33.0% |
| 3M | +48.7% | -19.4% | +68.2% | +51.8% |
| 6M | +71.9% | -35.3% | +107.2% | +80.3% |
| YTD | +138.7% | -38.5% | +177.2% | +147.4% |
| 1Y | +148.5% | -37.2% | +185.7% | +152.4% |
| 3Y | +192.7% | +31.1% | +161.6% | +136.3% |
| 5Y | +601.6% | +41.0% | +560.6% | +423.1% |
| 10Y | +900.2% | +508.8% | +391.4% | +373.9% |
| All | +900.2% | +516.1% | +384.1% | +373.9% |
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