+365.7%
SE vs AVAV
+121.5%
+244.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.5% | -10.3% | -2.5% |
| 7D | +2.0% | -10.6% | +12.6% | +4.5% |
| 30D | -20.0% | -18.8% | -1.2% | -16.1% |
| 3M | -31.8% | -34.1% | +2.3% | -24.9% |
| 6M | -15.9% | -35.3% | +19.5% | -9.2% |
| YTD | -40.6% | -53.4% | +12.7% | -33.0% |
| 1Y | -50.7% | -65.6% | +15.0% | -39.6% |
| 3Y | +70.3% | -5.1% | +75.4% | +42.0% |
| 5Y | -78.8% | +18.5% | -97.4% | -84.2% |
| All | +365.7% | +121.5% | +244.2% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling