+778.9%
VLO vs AVAV
+327.1%
+451.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.5% |
| 7D | +6.8% | +18.4% | -11.6% | +3.7% |
| 30D | -17.9% | -4.9% | -12.9% | -17.6% |
| 3M | +13.5% | -37.7% | +51.2% | +21.4% |
| 6M | +53.0% | -28.4% | +81.5% | +56.8% |
| YTD | +133.7% | -50.0% | +183.8% | +148.7% |
| 1Y | +115.7% | -62.6% | +178.3% | +141.5% |
| 3Y | +231.9% | -0.6% | +232.5% | +181.0% |
| 5Y | +471.6% | +31.9% | +439.6% | +323.2% |
| All | +778.9% | +327.1% | +451.7% | +409.1% |
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