+449.8%
VLO vs AVAV
+35.3%
+414.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | -0.4% | +9.9% | -10.3% | -1.2% |
| 30D | -16.6% | -5.4% | -11.2% | -16.4% |
| 3M | +12.3% | -36.5% | +48.8% | +15.4% |
| 6M | +47.8% | -25.3% | +73.1% | +49.0% |
| YTD | +126.7% | -48.6% | +175.3% | +133.1% |
| 1Y | +105.4% | -62.1% | +167.4% | +116.9% |
| 3Y | +222.0% | +2.3% | +219.7% | +193.9% |
| 5Y | +449.8% | +35.4% | +414.5% | +374.2% |
| All | +449.8% | +35.3% | +414.5% | +374.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling