+217.1%
ICE vs AVAV
+516.1%
-298.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.0% | -2.4% |
| 7D | -1.2% | +3.2% | -4.4% | -1.5% |
| 30D | +5.0% | -20.3% | +25.3% | +7.2% |
| 3M | +13.9% | -19.4% | +33.3% | +15.4% |
| 6M | -4.4% | -35.3% | +30.8% | -1.5% |
| YTD | -1.9% | -38.5% | +36.6% | +0.7% |
| 1Y | -8.1% | -37.2% | +29.1% | -6.7% |
| 3Y | +42.5% | +31.1% | +11.4% | +27.8% |
| 5Y | +40.6% | +41.0% | -0.4% | +21.2% |
| 10Y | +217.1% | +508.8% | -291.6% | +99.1% |
| All | +217.1% | +516.1% | -298.9% | +99.1% |
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