+40.9%
ICE vs AVAV
+28.1%
+12.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | +3.6% | +4.2% | -0.6% | +3.3% |
| 30D | +15.1% | -2.6% | +17.6% | +15.0% |
| 3M | +15.4% | -38.0% | +53.3% | +19.0% |
| 6M | +16.1% | -27.0% | +43.1% | +17.4% |
| YTD | +11.4% | -51.4% | +62.8% | +15.3% |
| 1Y | +18.5% | -60.2% | +78.7% | +24.4% |
| 3Y | +70.5% | -6.7% | +77.2% | +58.5% |
| All | +40.9% | +28.1% | +12.8% | +19.4% |
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 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