+945.2%
VUG vs AVAV
+394.0%
+551.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | -1.2% | 0.0% | -1.2% | -1.4% |
| 30D | -8.9% | -9.9% | +1.1% | -7.7% |
| 3M | -5.9% | -34.7% | +28.8% | -0.1% |
| 6M | -3.3% | -26.6% | +23.3% | -0.7% |
| YTD | +3.4% | -48.9% | +52.4% | +10.2% |
| 1Y | +1.9% | -63.0% | +64.9% | +14.2% |
| 3Y | +76.9% | +1.6% | +75.3% | +59.1% |
| 5Y | +63.9% | +34.5% | +29.4% | +34.5% |
| 10Y | +396.2% | +359.3% | +36.9% | +202.1% |
| All | +945.2% | +394.0% | +551.2% | +449.0% |
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