+311.9%
AVAV vs ALLE
+344.1%
-32.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.8% | -10.1% | -9.3% |
| 7D | -10.1% | +6.7% | -16.8% | -13.1% |
| 30D | -18.7% | +25.4% | -44.1% | -28.1% |
| 3M | -33.0% | +16.9% | -49.9% | -38.6% |
| 6M | -37.2% | +46.6% | -83.7% | -48.8% |
| YTD | -53.2% | +22.4% | -75.6% | -58.8% |
| 1Y | -69.0% | +17.7% | -86.7% | -72.1% |
| 3Y | -5.5% | +96.3% | -101.8% | -38.1% |
| 5Y | +20.1% | +57.4% | -37.3% | -12.9% |
| 10Y | +371.8% | +241.0% | +130.8% | +108.2% |
| All | +311.9% | +344.1% | -32.2% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling