+17.7%
CME vs AVAV
-62.2%
+79.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | +2.5% | +9.9% | -7.4% | +2.4% |
| 30D | +13.9% | -5.4% | +19.3% | +14.0% |
| 3M | +22.4% | -36.5% | +58.9% | +23.1% |
| 6M | +12.9% | -25.3% | +38.2% | +12.7% |
| YTD | +19.6% | -48.6% | +68.2% | +19.2% |
| 1Y | +17.7% | -62.1% | +79.8% | +18.0% |
| All | +17.7% | -62.2% | +79.9% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling