+111.6%
VWO vs AVAV
+520.8%
-409.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -2.0% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -0.3% | -25.0% | +24.7% | +2.5% |
| 3M | +4.0% | -15.0% | +18.9% | +4.8% |
| 6M | +8.1% | -33.6% | +41.7% | +11.2% |
| YTD | +11.6% | -39.2% | +50.8% | +14.6% |
| 1Y | +16.2% | -40.5% | +56.7% | +18.9% |
| 3Y | +63.3% | +29.6% | +33.7% | +47.4% |
| 5Y | +33.4% | +56.7% | -23.4% | +13.7% |
| All | +111.6% | +520.8% | -409.2% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling