+16.5%
CME vs AVAV
-62.9%
+79.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.8% |
| 7D | +3.9% | +4.2% | -0.3% | +3.9% |
| 30D | +11.3% | -2.6% | +13.9% | +11.3% |
| 3M | +19.6% | -38.0% | +57.5% | +20.4% |
| 6M | +8.1% | -27.0% | +35.1% | +7.9% |
| YTD | +20.4% | -51.4% | +71.8% | +19.3% |
| 1Y | +16.5% | -60.2% | +76.7% | +17.1% |
| All | +16.5% | -62.9% | +79.4% | +17.1% |
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