+530.3%
AEP vs AVAV
+478.6%
+51.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | 0.0% |
| 7D | +1.8% | -2.2% | +4.0% | +2.0% |
| 30D | -0.8% | -13.9% | +13.1% | +0.2% |
| 3M | -1.8% | -29.2% | +27.4% | +0.2% |
| 6M | -5.4% | -36.1% | +30.8% | -3.1% |
| YTD | +10.4% | -40.2% | +50.6% | +12.8% |
| 1Y | +18.2% | -36.2% | +54.4% | +19.4% |
| 3Y | +79.0% | +47.5% | +31.4% | +62.0% |
| 5Y | +64.8% | +39.3% | +25.6% | +46.8% |
| 10Y | +170.8% | +482.6% | -311.7% | +93.6% |
| All | +530.3% | +478.6% | +51.7% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling