-47.3%
TE vs AVAV
+39.7%
-87.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.9% |
| 7D | -4.0% | -2.2% | -1.7% | -3.3% |
| 30D | -15.9% | -13.9% | -2.0% | -11.7% |
| 3M | -60.5% | -29.2% | -31.3% | -56.2% |
| 6M | -35.2% | -36.1% | +0.9% | -27.0% |
| YTD | -31.1% | -40.2% | +9.1% | -22.8% |
| 1Y | +148.6% | -36.2% | +184.9% | +171.4% |
| 3Y | -26.4% | +47.5% | -73.9% | -45.7% |
| All | -47.3% | +39.7% | -87.0% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling