+24.8%
SRE vs AVAV
-3.9%
+28.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +0.8% |
| 7D | +1.8% | +4.2% | -2.5% | +1.6% |
| 30D | -3.0% | -2.6% | -0.4% | -3.0% |
| 3M | -7.3% | -38.0% | +30.7% | -6.3% |
| 6M | -11.9% | -27.0% | +15.1% | -11.7% |
| YTD | -7.9% | -51.4% | +43.5% | -6.1% |
| 1Y | -11.1% | -60.2% | +49.1% | -8.9% |
| 3Y | +24.8% | -6.7% | +31.5% | +24.0% |
| All | +24.8% | -3.9% | +28.7% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling