+91.2%
AEP vs AVAV
-3.9%
+95.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.2% |
| 7D | +2.9% | +4.2% | -1.3% | +2.9% |
| 30D | +3.2% | -2.6% | +5.8% | +3.2% |
| 3M | +3.8% | -38.0% | +41.8% | +3.7% |
| 6M | +2.5% | -27.0% | +29.5% | +2.5% |
| YTD | +15.5% | -51.4% | +66.9% | +15.7% |
| 1Y | +9.6% | -60.2% | +69.8% | +9.7% |
| 3Y | +91.2% | -6.7% | +97.8% | +94.1% |
| All | +91.2% | -3.9% | +95.0% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling