+560.5%
VLO vs AVAV
+39.7%
+520.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +5.2% | -2.2% | +7.4% | +5.4% |
| 30D | +22.6% | -13.9% | +36.5% | +23.7% |
| 3M | +43.8% | -29.2% | +73.0% | +46.7% |
| 6M | +65.7% | -36.1% | +101.9% | +69.9% |
| YTD | +131.1% | -40.2% | +171.3% | +135.8% |
| 1Y | +143.6% | -36.2% | +179.8% | +144.7% |
| 3Y | +201.4% | +47.5% | +153.9% | +166.3% |
| All | +560.5% | +39.7% | +520.8% | +486.3% |
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