+205.1%
AEP vs AVAV
+360.4%
-155.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.0% |
| 7D | +0.7% | +9.9% | -9.1% | +0.2% |
| 30D | +4.8% | -5.4% | +10.2% | +4.9% |
| 3M | +5.4% | -36.5% | +41.9% | +7.4% |
| 6M | +0.4% | -25.3% | +25.6% | +1.0% |
| YTD | +15.5% | -48.6% | +64.1% | +17.8% |
| 1Y | +8.5% | -62.1% | +70.6% | +12.4% |
| 3Y | +84.6% | +2.3% | +82.3% | +75.5% |
| 5Y | +86.9% | +35.4% | +51.5% | +71.0% |
| 10Y | +205.1% | +345.1% | -139.9% | +173.3% |
| All | +205.1% | +360.4% | -155.3% | +173.3% |
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