+244.8%
ICE vs AVAV
+423.1%
-178.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.6% | -11.6% | -0.1% |
| 7D | +1.0% | +3.2% | -2.1% | +0.5% |
| 30D | +11.4% | -7.4% | +18.8% | +11.9% |
| 3M | +16.2% | -32.0% | +48.2% | +19.9% |
| 6M | +12.5% | -24.6% | +37.0% | +13.8% |
| YTD | +8.6% | -47.5% | +56.1% | +12.6% |
| 1Y | +18.4% | -61.5% | +79.8% | +26.4% |
| 3Y | +66.4% | +5.5% | +61.0% | +52.6% |
| 5Y | +37.2% | +35.7% | +1.5% | +18.3% |
| 10Y | +244.8% | +379.1% | -134.3% | +141.4% |
| All | +244.8% | +423.1% | -178.3% | +141.4% |
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