+379.1%
AVAV vs AEE
+205.5%
+173.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.0% | +11.6% | +12.3% |
| 7D | +3.2% | +2.3% | +0.8% | +2.4% |
| 30D | -7.4% | +11.6% | -19.0% | -10.4% |
| 3M | -32.0% | +5.5% | -37.5% | -33.2% |
| 6M | -24.6% | +6.0% | -30.6% | -26.1% |
| YTD | -47.5% | +16.6% | -64.1% | -50.2% |
| 1Y | -61.5% | +12.1% | -73.5% | -63.0% |
| 3Y | +5.5% | +64.2% | -58.8% | -12.4% |
| 5Y | +35.7% | +59.1% | -23.4% | +14.4% |
| 10Y | +379.1% | +210.2% | +168.9% | +287.2% |
| All | +379.1% | +205.5% | +173.6% | +287.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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