+977.1%
BE vs AVAV
+91.4%
+885.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -0.7% |
| 7D | +23.9% | -3.2% | +27.1% | +25.6% |
| 30D | +27.8% | -25.6% | +53.4% | +43.6% |
| 3M | +3.7% | -20.2% | +24.0% | +10.0% |
| 6M | +78.0% | -38.1% | +116.0% | +104.2% |
| YTD | +209.9% | -41.8% | +251.7% | +252.4% |
| 1Y | +389.6% | -39.0% | +428.6% | +456.9% |
| 3Y | +1,730.6% | +24.1% | +1,706.5% | +1,238.4% |
| 5Y | +1,227.8% | +53.0% | +1,174.8% | +710.0% |
| All | +977.1% | +91.4% | +885.7% | +612.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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