+41.3%
ICE vs AVAV
+24.3%
+16.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.6% |
| 7D | -0.9% | -3.2% | +2.3% | -0.7% |
| 30D | +4.0% | -25.6% | +29.5% | +5.3% |
| 3M | +11.0% | -20.2% | +31.2% | +11.7% |
| 6M | -5.0% | -38.1% | +33.1% | -3.4% |
| YTD | -2.7% | -41.8% | +39.1% | -1.0% |
| 1Y | -8.6% | -39.0% | +30.4% | -7.6% |
| All | +41.3% | +24.3% | +16.9% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling