+386.5%
CBOE vs AVAV
+478.0%
-91.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.2% |
| 7D | -0.8% | -3.2% | +2.4% | -0.6% |
| 30D | +2.7% | -25.6% | +28.2% | +4.2% |
| 3M | +0.7% | -20.2% | +20.9% | +1.4% |
| 6M | -2.0% | -38.1% | +36.1% | -0.2% |
| YTD | +17.1% | -41.8% | +58.9% | +19.1% |
| 1Y | +26.5% | -39.0% | +65.5% | +27.6% |
| 3Y | +96.1% | +24.1% | +72.1% | +82.2% |
| 5Y | +149.3% | +53.0% | +96.3% | +121.3% |
| 10Y | +386.5% | +493.8% | -107.4% | +223.2% |
| All | +386.5% | +478.0% | -91.5% | +223.2% |
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