+623.6%
SEI vs AVAV
+315.4%
+308.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.4% |
| 7D | -10.8% | 0.0% | -10.8% | -10.3% |
| 30D | -19.0% | -9.9% | -9.1% | -16.3% |
| 3M | +5.8% | -34.7% | +40.5% | +19.1% |
| 6M | -14.9% | -26.6% | +11.7% | -9.7% |
| YTD | +35.4% | -48.9% | +84.4% | +54.6% |
| 1Y | +23.9% | -63.0% | +86.9% | +54.7% |
| 3Y | +661.3% | +1.6% | +659.7% | +563.8% |
| 5Y | +822.2% | +34.5% | +787.7% | +585.5% |
| All | +623.6% | +315.4% | +308.2% | +308.6% |
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