+421.3%
AME vs AVAV
+502.7%
-81.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | -6.7% | -13.9% | +7.2% | -5.0% |
| 3M | +4.1% | -29.2% | +33.3% | +7.9% |
| 6M | +1.6% | -36.1% | +37.7% | +6.0% |
| YTD | +16.1% | -40.2% | +56.3% | +20.3% |
| 1Y | +27.3% | -36.2% | +63.5% | +29.0% |
| 3Y | +50.9% | +47.5% | +3.3% | +25.5% |
| 5Y | +81.4% | +39.3% | +42.1% | +46.0% |
| All | +421.3% | +502.7% | -81.4% | +190.9% |
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