+5.2%
VUG vs AVAV
-68.0%
+73.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.9% | +2.2% |
| 7D | -3.0% | -10.1% | +7.1% | -2.2% |
| 30D | -6.4% | -18.7% | +12.3% | -5.0% |
| 3M | -3.2% | -33.0% | +29.8% | -0.3% |
| 6M | +3.1% | -37.2% | +40.3% | +6.0% |
| YTD | +6.3% | -53.2% | +59.5% | +10.0% |
| 1Y | +5.2% | -69.0% | +74.2% | +17.9% |
| All | +5.2% | -68.0% | +73.2% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling