+363.5%
SE vs AVAV
+130.9%
+232.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.9% | +1.8% |
| 7D | -0.5% | +4.2% | -4.7% | -1.7% |
| 30D | -20.9% | -2.6% | -18.4% | -20.9% |
| 3M | -38.9% | -38.0% | -0.9% | -31.9% |
| 6M | -19.4% | -27.0% | +7.6% | -15.9% |
| YTD | -40.9% | -51.4% | +10.5% | -34.2% |
| 1Y | -46.2% | -60.2% | +14.0% | -36.8% |
| 3Y | +63.7% | -6.7% | +70.4% | +37.4% |
| 5Y | -77.9% | +28.3% | -106.2% | -83.9% |
| All | +363.5% | +130.9% | +232.6% | +263.6% |
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