+343.3%
AEM vs AVAV
+516.1%
-172.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.7% |
| 7D | +4.3% | +3.2% | +1.1% | +4.0% |
| 30D | +13.1% | -20.3% | +33.4% | +15.3% |
| 3M | +24.8% | -19.4% | +44.2% | +26.4% |
| 6M | -8.2% | -35.3% | +27.0% | -5.6% |
| YTD | +19.8% | -38.5% | +58.3% | +22.8% |
| 1Y | +32.1% | -37.2% | +69.3% | +34.6% |
| 3Y | +348.2% | +31.1% | +317.1% | +320.5% |
| 5Y | +297.5% | +41.0% | +256.4% | +265.3% |
| 10Y | +343.3% | +508.8% | -165.5% | +284.5% |
| All | +343.3% | +516.1% | -172.8% | +284.5% |
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