+389.8%
CME vs AVAV
+478.6%
-88.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | -1.6% | -2.2% | +0.6% | -1.3% |
| 30D | +6.2% | -13.9% | +20.2% | +8.0% |
| 3M | +10.4% | -29.2% | +39.7% | +14.2% |
| 6M | -9.5% | -36.1% | +26.6% | -5.9% |
| YTD | +6.0% | -40.2% | +46.2% | +9.5% |
| 1Y | +9.3% | -36.2% | +45.5% | +10.7% |
| 3Y | +57.7% | +47.5% | +10.1% | +32.1% |
| 5Y | +77.7% | +39.3% | +38.4% | +43.9% |
| 10Y | +281.2% | +482.6% | -201.3% | +104.4% |
| All | +389.8% | +478.6% | -88.8% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling