+149.2%
CBOE vs AVAV
+44.7%
+104.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.5% | -1.7% |
| 7D | -4.6% | +3.2% | -7.8% | -4.7% |
| 30D | +2.6% | -20.3% | +23.0% | +3.1% |
| 3M | +4.9% | -19.4% | +24.4% | +5.1% |
| 6M | -2.2% | -35.3% | +33.1% | -1.5% |
| YTD | +17.7% | -38.5% | +56.2% | +18.5% |
| 1Y | +26.1% | -37.2% | +63.3% | +26.5% |
| 3Y | +97.1% | +31.1% | +66.0% | +86.9% |
| 5Y | +149.2% | +41.0% | +108.2% | +128.1% |
| All | +149.2% | +44.7% | +104.5% | +128.1% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling