+145.4%
VWO vs AVAV
+370.1%
-224.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.3% |
| 7D | +2.0% | +4.2% | -2.2% | +1.2% |
| 30D | -4.3% | -2.6% | -1.7% | -4.3% |
| 3M | -6.4% | -38.0% | +31.6% | +0.2% |
| 6M | -5.6% | -27.0% | +21.4% | -3.2% |
| YTD | +5.2% | -51.4% | +56.6% | +12.7% |
| 1Y | +5.2% | -60.2% | +65.4% | +16.2% |
| 3Y | +55.5% | -6.7% | +62.2% | +39.7% |
| 5Y | +25.6% | +28.3% | -2.7% | +0.4% |
| 10Y | +110.8% | +320.5% | -209.7% | +15.1% |
| All | +145.4% | +370.1% | -224.7% | +7.6% |
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