-53.2%
TE vs AVAV
+106.9%
-160.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.8% |
| 7D | -4.0% | -2.2% | -1.7% | -3.4% |
| 30D | -15.9% | -13.9% | -2.0% | -12.5% |
| 3M | -60.5% | -29.2% | -31.3% | -57.0% |
| 6M | -35.2% | -36.1% | +0.9% | -28.5% |
| YTD | -31.1% | -40.2% | +9.1% | -24.1% |
| 1Y | +148.6% | -36.2% | +184.9% | +169.0% |
| 3Y | -26.4% | +47.5% | -73.9% | -38.6% |
| 5Y | -48.0% | +39.3% | -87.3% | -58.5% |
| All | -53.2% | +106.9% | -160.1% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling