+657.9%
SEI vs AVAV
+318.4%
+339.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.5% |
| 7D | +12.4% | +9.9% | +2.6% | +9.8% |
| 30D | -18.3% | -5.4% | -12.9% | -16.6% |
| 3M | +10.4% | -36.5% | +47.0% | +25.4% |
| 6M | -12.9% | -25.3% | +12.4% | -8.1% |
| YTD | +41.8% | -48.6% | +90.4% | +61.6% |
| 1Y | +30.3% | -62.1% | +92.4% | +61.6% |
| 3Y | +697.3% | +2.3% | +695.0% | +593.8% |
| 5Y | +877.0% | +35.4% | +841.6% | +624.9% |
| All | +657.9% | +318.4% | +339.4% | +327.0% |
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