-67.0%
AVAV vs IRE
-97.5%
+30.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.1% | -11.4% | -0.6% |
| 7D | +9.9% | -15.1% | +25.0% | +10.5% |
| 30D | -5.4% | -71.4% | +66.0% | +4.4% |
| 3M | -36.5% | -81.2% | +44.6% | -28.2% |
| 6M | -25.3% | -93.7% | +68.5% | -10.5% |
| YTD | -48.6% | -92.2% | +43.6% | -45.5% |
| 1Y | -62.1% | -97.3% | +35.2% | -56.3% |
| All | -67.0% | -97.5% | +30.4% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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