+431.3%
AME vs AVAV
+358.8%
+72.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.4% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | -4.1% | -9.9% | +5.8% | -3.0% |
| 3M | -5.6% | -34.7% | +29.1% | -0.6% |
| 6M | +2.8% | -26.6% | +29.5% | +5.2% |
| YTD | +16.6% | -48.9% | +65.5% | +22.8% |
| 1Y | +21.1% | -63.0% | +84.1% | +33.4% |
| 3Y | +61.1% | +1.6% | +59.5% | +42.8% |
| 5Y | +76.6% | +34.5% | +42.1% | +41.7% |
| 10Y | +431.3% | +359.3% | +72.0% | +234.4% |
| All | +431.3% | +358.8% | +72.6% | +234.4% |
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