+365.1%
SE vs AVAV
+100.6%
+264.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.8% | +4.2% | -3.2% |
| 7D | -1.2% | -24.3% | +23.1% | +5.7% |
| 30D | -21.7% | -28.9% | +7.2% | -15.0% |
| 3M | -34.2% | -39.3% | +5.1% | -26.0% |
| 6M | -10.5% | -38.8% | +28.3% | -1.9% |
| YTD | -40.7% | -57.8% | +17.1% | -31.3% |
| 1Y | -52.1% | -70.9% | +18.8% | -38.6% |
| 3Y | +68.9% | -14.8% | +83.7% | +45.0% |
| 5Y | -78.9% | +7.3% | -86.2% | -83.8% |
| All | +365.1% | +100.6% | +264.6% | +279.4% |
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