+328.9%
CME vs AVAV
+361.4%
-32.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -1.1% |
| 7D | +0.9% | -10.6% | +11.5% | +1.6% |
| 30D | +13.2% | -18.8% | +32.0% | +14.6% |
| 3M | +16.3% | -34.1% | +50.4% | +19.2% |
| 6M | +7.1% | -35.3% | +42.5% | +9.1% |
| YTD | +15.8% | -53.4% | +69.2% | +19.7% |
| 1Y | +17.1% | -65.6% | +82.7% | +23.7% |
| 3Y | +63.2% | -5.1% | +68.2% | +51.7% |
| 5Y | +70.2% | +18.5% | +51.7% | +50.0% |
| All | +328.9% | +361.4% | -32.5% | +178.3% |
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