-48.5%
TE vs AVAV
+112.8%
-161.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.9% | +7.1% | +9.3% |
| 7D | +18.2% | +3.2% | +15.0% | +17.3% |
| 30D | -13.5% | -20.3% | +6.8% | -8.1% |
| 3M | -44.6% | -19.4% | -25.1% | -41.7% |
| 6M | -24.7% | -35.3% | +10.6% | -17.2% |
| YTD | -24.3% | -38.5% | +14.2% | -17.1% |
| 1Y | +155.6% | -37.2% | +192.8% | +177.3% |
| 3Y | -18.3% | +31.1% | -49.4% | -29.6% |
| 5Y | -41.3% | +41.0% | -82.3% | -53.4% |
| All | -48.5% | +112.8% | -161.3% | -59.3% |
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