+18.3%
ICE vs AVAV
-67.9%
+86.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.5% | -1.5% |
| 7D | +2.0% | -10.6% | +12.6% | +2.6% |
| 30D | +12.9% | -18.8% | +31.7% | +14.0% |
| 3M | +15.4% | -34.1% | +49.5% | +17.8% |
| 6M | +13.1% | -35.3% | +48.4% | +15.0% |
| YTD | +7.5% | -53.4% | +60.8% | +11.9% |
| 1Y | +18.3% | -65.6% | +84.0% | +25.9% |
| All | +18.3% | -67.9% | +86.2% | +25.9% |
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