+7.1%
CME vs AVAV
-32.4%
+39.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -0.2% |
| 7D | +0.9% | -10.6% | +11.5% | +0.7% |
| 30D | +13.2% | -18.8% | +32.0% | +12.8% |
| 3M | +16.3% | -34.1% | +50.4% | +15.5% |
| 6M | +7.1% | -35.3% | +42.5% | +4.8% |
| All | +7.1% | -32.4% | +39.6% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling