+78.8%
SE vs AVAV
+2.7%
+76.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.6% | -9.6% | +0.9% |
| 7D | +3.3% | +3.2% | +0.1% | +2.5% |
| 30D | -18.2% | -7.4% | -10.7% | -17.5% |
| 3M | -31.3% | -32.0% | +0.7% | -27.4% |
| 6M | -10.1% | -24.6% | +14.4% | -7.7% |
| YTD | -38.9% | -47.5% | +8.6% | -35.3% |
| 1Y | -48.0% | -61.5% | +13.5% | -41.8% |
| 3Y | +78.8% | +5.5% | +73.3% | +62.5% |
| All | +78.8% | +2.7% | +76.1% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling