+78.5%
AME vs AVAV
+35.3%
+43.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.1% | +9.9% | -8.8% | +0.2% |
| 30D | -4.1% | -5.4% | +1.3% | -3.8% |
| 3M | -6.3% | -36.5% | +30.2% | -3.2% |
| 6M | +3.5% | -25.3% | +28.8% | +4.8% |
| YTD | +17.3% | -48.6% | +65.8% | +20.8% |
| 1Y | +22.0% | -62.1% | +84.1% | +29.1% |
| 3Y | +62.0% | +2.3% | +59.7% | +48.9% |
| 5Y | +78.5% | +35.4% | +43.1% | +52.1% |
| All | +78.5% | +35.3% | +43.2% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling