+114.9%
SRE vs AVAV
+499.0%
-384.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | -0.7% | -13.9% | +13.2% | +0.2% |
| 3M | -6.3% | -29.2% | +22.9% | -4.4% |
| 6M | -10.7% | -36.1% | +25.5% | -8.5% |
| YTD | -3.5% | -40.2% | +36.7% | -1.3% |
| 1Y | +5.3% | -36.2% | +41.5% | +6.5% |
| 3Y | +31.8% | +47.5% | -15.7% | +18.6% |
| 5Y | +47.4% | +39.3% | +8.1% | +30.5% |
| All | +114.9% | +499.0% | -384.1% | +77.1% |
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