+60.6%
VNQ vs AVAV
+520.8%
-460.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.3% | -1.3% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -2.3% | -25.0% | +22.6% | +0.3% |
| 3M | -2.8% | -15.0% | +12.2% | -2.1% |
| 6M | +2.5% | -33.6% | +36.1% | +5.3% |
| YTD | +8.4% | -39.2% | +47.6% | +11.2% |
| 1Y | +6.8% | -40.5% | +47.2% | +8.9% |
| 3Y | +29.9% | +29.6% | +0.3% | +14.7% |
| 5Y | +7.2% | +56.7% | -49.5% | -10.9% |
| All | +60.6% | +520.8% | -460.2% | +13.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling