+79.1%
CME vs AVAV
+39.7%
+39.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.5% |
| 30D | +6.2% | -13.9% | +20.2% | +6.6% |
| 3M | +10.4% | -29.2% | +39.7% | +11.1% |
| 6M | -9.5% | -36.1% | +26.6% | -8.8% |
| YTD | +6.0% | -40.2% | +46.2% | +6.7% |
| 1Y | +9.3% | -36.2% | +45.5% | +9.4% |
| 3Y | +57.7% | +47.5% | +10.1% | +47.6% |
| All | +79.1% | +39.7% | +39.4% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling