+593.1%
CEG vs AVAV
+99.2%
+493.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.2% |
| 7D | +12.1% | +4.2% | +7.9% | +11.1% |
| 30D | +0.2% | -2.6% | +2.8% | +0.6% |
| 3M | +0.7% | -38.0% | +38.7% | +11.1% |
| 6M | +2.2% | -27.0% | +29.2% | +5.9% |
| YTD | -20.3% | -51.4% | +31.1% | -11.8% |
| 1Y | -16.1% | -60.2% | +44.2% | -2.3% |
| 3Y | +134.7% | -6.7% | +141.3% | +108.4% |
| All | +593.1% | +99.2% | +493.9% | +416.2% |
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