+534.9%
GEV vs AVAV
-16.3%
+551.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.6% | -5.5% | +4.4% |
| 7D | -3.8% | +3.2% | -7.0% | -4.5% |
| 30D | -17.4% | -7.4% | -10.0% | -16.3% |
| 3M | -16.2% | -32.0% | +15.8% | -10.1% |
| 6M | -20.2% | -24.6% | +4.4% | -17.9% |
| YTD | +27.2% | -47.5% | +74.7% | +35.7% |
| 1Y | +44.6% | -61.5% | +106.0% | +68.2% |
| All | +534.9% | -16.3% | +551.2% | +383.3% |
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