+504.5%
AVAV vs AEE
+335.7%
+168.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.2% | +0.3% | -2.6% | -2.3% |
| 30D | -13.9% | -2.3% | -11.7% | -13.2% |
| 3M | -29.2% | +0.2% | -29.4% | -29.5% |
| 6M | -36.1% | -4.7% | -31.4% | -35.3% |
| YTD | -40.2% | +8.1% | -48.3% | -42.4% |
| 1Y | -36.2% | +8.5% | -44.8% | -38.8% |
| 3Y | +47.5% | +48.9% | -1.4% | +22.1% |
| 5Y | +39.3% | +39.9% | -0.6% | +17.9% |
| 10Y | +482.6% | +186.5% | +296.0% | +244.4% |
| All | +504.5% | +335.7% | +168.7% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling