+473.2%
VLO vs AVAV
+28.1%
+445.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.5% |
| 7D | +9.6% | +4.2% | +5.4% | +9.3% |
| 30D | -17.4% | -2.6% | -14.8% | -17.4% |
| 3M | +10.8% | -38.0% | +48.7% | +14.0% |
| 6M | +56.9% | -27.0% | +83.9% | +58.4% |
| YTD | +136.8% | -51.4% | +188.2% | +144.3% |
| 1Y | +120.7% | -60.2% | +180.9% | +131.6% |
| 3Y | +231.9% | -6.7% | +238.6% | +205.3% |
| All | +473.2% | +28.1% | +445.2% | +398.4% |
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