-78.3%
TE vs AVAV
+78.0%
-156.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | -22.0% | +9.9% | -31.8% | -24.0% |
| 30D | -33.6% | -5.4% | -28.2% | -32.6% |
| 3M | -61.1% | -36.5% | -24.5% | -56.1% |
| 6M | -64.7% | -25.3% | -39.5% | -62.0% |
| YTD | -68.1% | -48.6% | -19.5% | -63.5% |
| 1Y | -51.7% | -62.1% | +10.4% | -40.6% |
| 3Y | +42.0% | +2.3% | +39.7% | +29.9% |
| 5Y | -80.8% | +35.4% | -116.2% | -84.1% |
| All | -78.3% | +78.0% | -156.3% | -82.1% |
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