+288.0%
CME vs AVAV
+358.8%
-70.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.7% |
| 7D | +1.7% | 0.0% | +1.7% | +1.5% |
| 30D | +10.2% | -9.9% | +20.1% | +10.7% |
| 3M | +17.8% | -34.7% | +52.5% | +20.7% |
| 6M | +11.0% | -26.6% | +37.6% | +12.0% |
| YTD | +17.0% | -48.9% | +66.0% | +20.1% |
| 1Y | +15.8% | -63.0% | +78.8% | +21.6% |
| 3Y | +61.8% | +1.6% | +60.2% | +50.1% |
| 5Y | +72.5% | +34.5% | +38.0% | +50.9% |
| 10Y | +288.0% | +359.3% | -71.3% | +176.8% |
| All | +288.0% | +358.8% | -70.8% | +176.8% |
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