+116.7%
SRE vs AVAV
+423.1%
-306.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.6% | -11.8% | -0.2% |
| 7D | -8.4% | +3.2% | -11.5% | -8.7% |
| 30D | -3.2% | -7.4% | +4.2% | -2.8% |
| 3M | -5.3% | -32.0% | +26.7% | -2.9% |
| 6M | -12.6% | -24.6% | +12.0% | -11.8% |
| YTD | -8.8% | -47.5% | +38.8% | -6.0% |
| 1Y | -13.4% | -61.5% | +48.1% | -8.5% |
| 3Y | +24.4% | +5.5% | +18.9% | +15.5% |
| 5Y | +47.3% | +35.7% | +11.6% | +30.1% |
| 10Y | +116.7% | +379.1% | -262.4% | +86.8% |
| All | +116.7% | +423.1% | -306.5% | +86.8% |
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