-76.7%
TE vs AVAV
+81.6%
-158.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.6% | -15.6% | -6.4% |
| 7D | -10.5% | +3.2% | -13.7% | -11.5% |
| 30D | -32.4% | -7.4% | -25.0% | -31.0% |
| 3M | -60.9% | -32.0% | -28.8% | -56.7% |
| 6M | -62.8% | -24.6% | -38.3% | -60.1% |
| YTD | -65.7% | -47.5% | -18.2% | -61.0% |
| 1Y | -39.9% | -61.5% | +21.6% | -26.5% |
| 3Y | +10.6% | +5.5% | +5.2% | +0.3% |
| 5Y | -79.7% | +35.7% | -115.4% | -83.3% |
| All | -76.7% | +81.6% | -158.3% | -80.8% |
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