+7.3%
AVAV vs ALLE
+51.8%
-44.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.9% | -7.0% | -8.6% |
| 7D | -24.3% | 0.0% | -24.4% | -24.3% |
| 30D | -28.9% | +20.6% | -49.5% | -34.6% |
| 3M | -39.3% | +11.4% | -50.7% | -42.1% |
| 6M | -38.8% | +42.5% | -81.3% | -47.4% |
| YTD | -57.8% | +18.9% | -76.7% | -61.6% |
| 1Y | -70.9% | +14.2% | -85.1% | -73.0% |
| 3Y | -14.8% | +90.7% | -105.5% | -40.8% |
| 5Y | +7.3% | +52.5% | -45.2% | -23.2% |
| All | +7.3% | +51.8% | -44.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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