+36.0%
VWO vs AVAV
+41.1%
-5.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | +0.9% | +3.2% | -2.3% | +0.7% |
| 30D | +1.3% | -20.3% | +21.6% | +2.8% |
| 3M | +5.1% | -19.4% | +24.5% | +6.1% |
| 6M | +12.5% | -35.3% | +47.8% | +14.9% |
| YTD | +14.0% | -38.5% | +52.5% | +16.0% |
| 1Y | +19.7% | -37.2% | +56.9% | +21.2% |
| 3Y | +66.8% | +31.1% | +35.7% | +55.9% |
| All | +36.0% | +41.1% | -5.1% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling