+62.0%
VNQ vs AVAV
+494.3%
-432.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.3% | -0.5% |
| 7D | -0.9% | -3.2% | +2.3% | -0.6% |
| 30D | -2.2% | -25.6% | +23.3% | +0.5% |
| 3M | -1.9% | -20.2% | +18.3% | -0.6% |
| 6M | +3.2% | -38.1% | +41.3% | +6.9% |
| YTD | +9.4% | -41.8% | +51.2% | +12.7% |
| 1Y | +7.5% | -39.0% | +46.6% | +9.2% |
| 3Y | +31.1% | +24.1% | +7.0% | +16.2% |
| 5Y | +6.6% | +53.0% | -46.5% | -11.3% |
| All | +62.0% | +494.3% | -432.3% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling