+73.1%
CME vs AVAV
+28.1%
+45.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.8% |
| 7D | +3.9% | +4.2% | -0.3% | +3.8% |
| 30D | +11.3% | -2.6% | +13.9% | +11.3% |
| 3M | +19.6% | -38.0% | +57.5% | +20.8% |
| 6M | +8.1% | -27.0% | +35.1% | +8.4% |
| YTD | +20.4% | -51.4% | +71.8% | +21.7% |
| 1Y | +16.5% | -60.2% | +76.7% | +18.4% |
| 3Y | +66.4% | -6.7% | +73.1% | +59.7% |
| All | +73.1% | +28.1% | +45.0% | +57.2% |
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