+142.2%
CI vs AVAV
+423.1%
-280.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | -0.3% |
| 7D | +0.1% | +3.2% | -3.0% | -0.3% |
| 30D | +4.7% | -7.4% | +12.1% | +5.1% |
| 3M | +5.2% | -32.0% | +37.2% | +8.2% |
| 6M | +3.8% | -24.6% | +28.3% | +4.8% |
| YTD | +9.2% | -47.5% | +56.7% | +12.6% |
| 1Y | +14.3% | -61.5% | +75.7% | +21.2% |
| 3Y | +8.4% | +5.5% | +3.0% | -0.1% |
| 5Y | +50.0% | +35.7% | +14.3% | +29.2% |
| 10Y | +142.2% | +379.1% | -236.9% | +71.4% |
| All | +142.2% | +423.1% | -280.9% | +71.4% |
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