-15.2%
SRE vs AVAV
-32.4%
+17.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.5% | -12.5% | -2.0% |
| 7D | -9.2% | -10.6% | +1.4% | -9.2% |
| 30D | -1.9% | -18.8% | +16.9% | -2.2% |
| 3M | -6.5% | -34.1% | +27.6% | -7.3% |
| 6M | -15.2% | -35.3% | +20.1% | -16.1% |
| All | -15.2% | -32.4% | +17.2% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling