+437.5%
CME vs AVAV
+308.3%
+129.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.8% | +9.5% | +0.9% |
| 7D | +3.7% | -24.3% | +28.0% | +7.2% |
| 30D | +13.7% | -28.9% | +42.6% | +18.4% |
| 3M | +16.6% | -39.3% | +55.8% | +23.4% |
| 6M | +8.2% | -38.8% | +46.9% | +12.8% |
| YTD | +16.3% | -57.8% | +74.1% | +25.2% |
| 1Y | +19.1% | -70.9% | +90.0% | +34.6% |
| 3Y | +67.4% | -14.8% | +82.2% | +51.9% |
| 5Y | +71.0% | +7.3% | +63.7% | +42.2% |
| 10Y | +338.9% | +325.3% | +13.6% | +143.5% |
| All | +437.5% | +308.3% | +129.2% | +147.6% |
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