+375.9%
AEM vs AVAV
+423.1%
-47.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +12.6% | -7.8% | +3.7% |
| 7D | +17.8% | +3.2% | +14.7% | +17.3% |
| 30D | +6.2% | -7.4% | +13.6% | +6.7% |
| 3M | +12.5% | -32.0% | +44.5% | +15.9% |
| 6M | +4.4% | -24.6% | +29.0% | +5.9% |
| YTD | +19.2% | -47.5% | +66.7% | +23.3% |
| 1Y | +25.5% | -61.5% | +87.0% | +32.8% |
| 3Y | +346.4% | +5.5% | +341.0% | +326.9% |
| 5Y | +305.7% | +35.7% | +269.9% | +276.5% |
| 10Y | +375.9% | +379.1% | -3.2% | +413.3% |
| All | +375.9% | +423.1% | -47.2% | +413.3% |
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