+440.7%
AME vs AVAV
+315.4%
+125.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.2% | +0.8% |
| 7D | +5.9% | +4.2% | +1.7% | +5.2% |
| 30D | -1.9% | -2.6% | +0.6% | -1.7% |
| 3M | -5.4% | -38.0% | +32.6% | +0.3% |
| 6M | +4.9% | -27.0% | +31.9% | +7.4% |
| YTD | +18.5% | -51.4% | +69.9% | +25.6% |
| 1Y | +25.5% | -60.2% | +85.7% | +36.7% |
| 3Y | +63.0% | -6.7% | +69.7% | +46.4% |
| 5Y | +78.3% | +28.3% | +50.0% | +43.8% |
| All | +440.7% | +315.4% | +125.3% | +237.2% |
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