+399.5%
SRE vs AVAV
+351.0%
+48.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.5% | -12.5% | -3.1% |
| 7D | -9.2% | -10.6% | +1.4% | -8.3% |
| 30D | -1.9% | -18.8% | +16.9% | -0.1% |
| 3M | -6.5% | -34.1% | +27.6% | -3.1% |
| 6M | -15.2% | -35.3% | +20.1% | -12.9% |
| YTD | -9.5% | -53.4% | +43.9% | -4.9% |
| 1Y | -13.2% | -65.6% | +52.4% | -6.0% |
| 3Y | +19.5% | -5.1% | +24.5% | +11.0% |
| 5Y | +43.6% | +18.5% | +25.1% | +26.1% |
| 10Y | +109.9% | +369.8% | -259.9% | +44.8% |
| All | +399.5% | +351.0% | +48.5% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling