+19.6%
AVAV vs AEE
+52.8%
-33.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.4% | +10.5% |
| 7D | -10.6% | +2.1% | -12.7% | -11.1% |
| 30D | -18.8% | +11.4% | -30.2% | -21.2% |
| 3M | -34.1% | +5.0% | -39.1% | -35.0% |
| 6M | -35.3% | +4.4% | -39.8% | -36.3% |
| YTD | -53.4% | +15.4% | -68.8% | -55.7% |
| 1Y | -65.6% | +13.8% | -79.4% | -67.1% |
| 3Y | -5.1% | +58.0% | -63.1% | -22.1% |
| All | +19.6% | +52.8% | -33.3% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling