+52.4%
GEV vs AVAV
-68.0%
+120.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.3% | -1.0% | -8.4% |
| 7D | -5.1% | -10.1% | +5.0% | -4.1% |
| 30D | -15.8% | -18.7% | +2.9% | -14.2% |
| 3M | -18.2% | -33.0% | +14.8% | -15.4% |
| 6M | -22.4% | -37.2% | +14.8% | -20.1% |
| YTD | +27.7% | -53.2% | +80.9% | +33.0% |
| 1Y | +52.4% | -69.0% | +121.3% | +80.3% |
| All | +52.4% | -68.0% | +120.4% | +80.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling