+194.6%
AEP vs AVAV
+423.1%
-228.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.6% | -11.2% | +0.8% |
| 7D | -1.5% | +3.2% | -4.7% | -1.8% |
| 30D | +4.5% | -7.4% | +11.9% | +4.7% |
| 3M | +2.8% | -32.0% | +34.9% | +4.5% |
| 6M | -0.7% | -24.6% | +23.9% | 0.0% |
| YTD | +13.8% | -47.5% | +61.4% | +16.0% |
| 1Y | +9.0% | -61.5% | +70.4% | +12.8% |
| 3Y | +83.0% | +5.5% | +77.5% | +73.7% |
| 5Y | +83.3% | +35.7% | +47.5% | +67.7% |
| 10Y | +194.6% | +379.1% | -184.5% | +165.9% |
| All | +194.6% | +423.1% | -228.5% | +165.9% |
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