+379.5%
SE vs AVAV
+149.4%
+230.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.6% | -9.6% | -0.2% |
| 7D | +3.3% | +3.2% | +0.1% | +2.0% |
| 30D | -18.2% | -7.4% | -10.7% | -17.1% |
| 3M | -31.3% | -32.0% | +0.7% | -25.0% |
| 6M | -10.1% | -24.6% | +14.4% | -6.8% |
| YTD | -38.9% | -47.5% | +8.6% | -33.2% |
| 1Y | -48.0% | -61.5% | +13.5% | -38.2% |
| 3Y | +78.8% | +5.5% | +73.3% | +45.1% |
| 5Y | -77.1% | +35.7% | -112.9% | -83.5% |
| All | +379.5% | +149.4% | +230.0% | +269.1% |
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