-2.4%
ICE vs AVAV
-35.4%
+33.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -0.7% | -2.2% | +1.6% | -0.5% |
| 30D | +7.6% | -13.9% | +21.6% | +8.4% |
| 3M | +13.9% | -29.2% | +43.2% | +16.2% |
| 6M | -2.4% | -36.1% | +33.8% | +1.4% |
| All | -2.4% | -35.4% | +33.1% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling