+1,001.9%
VUG vs AVAV
+478.6%
+523.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.2% |
| 7D | -0.1% | -2.2% | +2.1% | +0.3% |
| 30D | -0.3% | -13.9% | +13.6% | +1.8% |
| 3M | -0.7% | -29.2% | +28.5% | +3.7% |
| 6M | +14.6% | -36.1% | +50.8% | +20.5% |
| YTD | +9.0% | -40.2% | +49.2% | +13.9% |
| 1Y | +14.9% | -36.2% | +51.1% | +17.7% |
| 3Y | +86.0% | +47.5% | +38.5% | +57.1% |
| 5Y | +76.7% | +39.3% | +37.4% | +45.0% |
| 10Y | +411.3% | +482.6% | -71.3% | +200.5% |
| All | +1,001.9% | +478.6% | +523.3% | +467.6% |
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 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