+9.1%
TE vs AVAV
-3.9%
+13.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.2% |
| 7D | -19.1% | +4.2% | -23.3% | -20.3% |
| 30D | -34.1% | -2.6% | -31.6% | -33.5% |
| 3M | -60.1% | -38.0% | -22.2% | -54.3% |
| 6M | -66.0% | -27.0% | -39.0% | -62.7% |
| YTD | -71.4% | -51.4% | -20.0% | -66.5% |
| 1Y | -45.3% | -60.2% | +15.0% | -33.4% |
| 3Y | +9.1% | -6.7% | +15.8% | +3.1% |
| All | +9.1% | -3.9% | +13.0% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling