+199.0%
VLO vs AVAV
-5.8%
+204.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.8% | -1.8% |
| 7D | -13.3% | -10.6% | -2.7% | -12.9% |
| 30D | -18.3% | -18.8% | +0.5% | -17.6% |
| 3M | +14.3% | -34.1% | +48.4% | +16.2% |
| 6M | +47.6% | -35.3% | +83.0% | +49.6% |
| YTD | +116.0% | -53.4% | +169.4% | +121.2% |
| 1Y | +101.0% | -65.6% | +166.7% | +110.7% |
| 3Y | +199.0% | -5.1% | +204.1% | +167.2% |
| All | +199.0% | -5.8% | +204.8% | +167.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling