+790.3%
VLO vs AVAV
+315.4%
+474.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.7% |
| 7D | +9.6% | +4.2% | +5.4% | +8.8% |
| 30D | -17.4% | -2.6% | -14.8% | -17.4% |
| 3M | +10.8% | -38.0% | +48.7% | +18.6% |
| 6M | +56.9% | -27.0% | +83.9% | +60.2% |
| YTD | +136.8% | -51.4% | +188.2% | +153.0% |
| 1Y | +120.7% | -60.2% | +180.9% | +144.0% |
| 3Y | +231.9% | -6.7% | +238.6% | +184.6% |
| 5Y | +479.0% | +28.3% | +450.7% | +330.6% |
| All | +790.3% | +315.4% | +474.9% | +418.0% |
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