-31.8%
TE vs AVAV
-5.8%
-26.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.5% | -7.0% | +0.2% |
| 7D | -12.6% | -10.6% | -2.0% | -9.3% |
| 30D | -36.7% | -18.8% | -17.9% | -32.3% |
| 3M | -57.5% | -34.1% | -23.4% | -51.7% |
| 6M | -55.2% | -35.3% | -19.9% | -49.1% |
| YTD | -64.7% | -53.4% | -11.3% | -57.8% |
| 1Y | -35.9% | -65.6% | +29.8% | -18.3% |
| 3Y | -31.8% | -5.1% | -26.7% | -66.5% |
| All | -31.8% | -5.8% | -26.0% | -66.5% |
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