+35.5%
ICE vs AVAV
+18.1%
+17.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.5% | -1.7% |
| 7D | +2.0% | -10.6% | +12.6% | +2.7% |
| 30D | +12.9% | -18.8% | +31.7% | +14.4% |
| 3M | +15.4% | -34.1% | +49.5% | +18.5% |
| 6M | +13.1% | -35.3% | +48.4% | +15.5% |
| YTD | +7.5% | -53.4% | +60.8% | +11.6% |
| 1Y | +18.3% | -65.6% | +84.0% | +25.7% |
| 3Y | +65.9% | -5.1% | +71.0% | +53.6% |
| All | +35.5% | +18.1% | +17.4% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling