+589.4%
SE vs AVAV
+184.2%
+405.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -6.1% | -2.2% | -3.9% | -5.6% |
| 30D | -2.5% | -13.9% | +11.5% | +1.1% |
| 3M | +21.7% | -29.2% | +50.9% | +30.7% |
| 6M | +27.0% | -36.1% | +63.1% | +37.9% |
| YTD | -12.1% | -40.2% | +28.1% | -6.2% |
| 1Y | -40.9% | -36.2% | -4.7% | -38.8% |
| 3Y | +191.0% | +47.5% | +143.5% | +114.6% |
| 5Y | -68.3% | +39.3% | -107.6% | -77.2% |
| All | +589.4% | +184.2% | +405.2% | +418.3% |
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