+171.4%
VNQ vs AVAV
+383.4%
-212.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | +0.2% | +18.4% | -18.2% | -2.3% |
| 30D | +5.8% | -4.9% | +10.8% | +6.1% |
| 3M | 0.0% | -37.7% | +37.6% | +6.1% |
| 6M | +1.5% | -28.4% | +29.9% | +3.9% |
| YTD | +12.1% | -50.0% | +62.1% | +18.6% |
| 1Y | +10.6% | -62.6% | +73.2% | +22.0% |
| 3Y | +43.5% | -0.6% | +44.1% | +27.2% |
| 5Y | +6.8% | +31.9% | -25.1% | -13.9% |
| 10Y | +82.9% | +332.3% | -249.5% | +5.6% |
| All | +171.4% | +383.4% | -212.0% | +23.8% |
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