+755.9%
DE vs AVAV
+315.4%
+440.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.4% |
| 7D | +0.3% | +4.2% | -3.9% | -0.4% |
| 30D | +3.6% | -2.6% | +6.1% | +3.6% |
| 3M | +10.2% | -38.0% | +48.2% | +17.4% |
| 6M | +16.6% | -27.0% | +43.6% | +19.3% |
| YTD | +45.8% | -51.4% | +97.2% | +55.8% |
| 1Y | +43.9% | -60.2% | +104.1% | +58.3% |
| 3Y | +89.6% | -6.7% | +96.3% | +67.9% |
| 5Y | +100.3% | +28.3% | +72.0% | +57.5% |
| All | +755.9% | +315.4% | +440.5% | +421.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling