+167.9%
VNQ vs AVAV
+478.6%
-310.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | -1.3% | -2.2% | +1.0% | -0.9% |
| 30D | -2.9% | -13.9% | +11.0% | -1.1% |
| 3M | +0.8% | -29.2% | +30.0% | +4.5% |
| 6M | +2.5% | -36.1% | +38.6% | +7.0% |
| YTD | +10.6% | -40.2% | +50.8% | +14.8% |
| 1Y | +9.1% | -36.2% | +45.3% | +10.8% |
| 3Y | +31.0% | +47.5% | -16.5% | +9.0% |
| 5Y | +4.9% | +39.3% | -34.4% | -15.4% |
| 10Y | +59.5% | +482.6% | -423.1% | -12.2% |
| All | +167.9% | +478.6% | -310.7% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling