+646.3%
SEI vs AVAV
+295.3%
+351.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.3% |
| 7D | +10.5% | +4.2% | +6.2% | +9.1% |
| 30D | -8.0% | -2.6% | -5.5% | -7.0% |
| 3M | +6.7% | -38.0% | +44.7% | +22.0% |
| 6M | -17.0% | -27.0% | +10.0% | -11.8% |
| YTD | +39.7% | -51.4% | +91.1% | +61.7% |
| 1Y | +43.2% | -60.2% | +103.4% | +75.1% |
| 3Y | +676.3% | -6.7% | +683.0% | +594.0% |
| 5Y | +891.0% | +28.3% | +862.7% | +646.6% |
| All | +646.3% | +295.3% | +351.0% | +327.5% |
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 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