+372.3%
SE vs AVAV
+142.6%
+229.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.8% |
| 7D | 0.0% | 0.0% | +0.1% | -0.5% |
| 30D | -19.4% | -9.9% | -9.4% | -17.8% |
| 3M | -33.1% | -34.7% | +1.6% | -26.2% |
| 6M | -11.4% | -26.6% | +15.2% | -7.6% |
| YTD | -39.8% | -48.9% | +9.1% | -33.7% |
| 1Y | -50.5% | -63.0% | +12.5% | -40.5% |
| 3Y | +68.9% | +1.6% | +67.3% | +38.4% |
| 5Y | -77.1% | +34.5% | -111.6% | -83.5% |
| All | +372.3% | +142.6% | +229.7% | +266.1% |
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