+291.3%
NEM vs AVAV
+516.1%
-224.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.0% |
| 7D | +3.9% | +3.2% | +0.7% | +3.6% |
| 30D | +12.7% | -20.3% | +33.0% | +14.9% |
| 3M | +28.7% | -19.4% | +48.1% | +30.4% |
| 6M | +9.8% | -35.3% | +45.0% | +12.9% |
| YTD | +28.1% | -38.5% | +66.6% | +31.4% |
| 1Y | +69.3% | -37.2% | +106.5% | +72.7% |
| 3Y | +247.7% | +31.1% | +216.6% | +227.7% |
| 5Y | +153.4% | +41.0% | +112.3% | +134.2% |
| 10Y | +291.3% | +508.8% | -217.5% | +211.5% |
| All | +291.3% | +516.1% | -224.8% | +211.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling