+77.4%
AVAV vs BOXX
+18.5%
+58.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.4% |
| 7D | +1.4% | +0.1% | +1.4% | +1.3% |
| 30D | -24.3% | +0.3% | -24.6% | -25.1% |
| 3M | -20.1% | +1.0% | -21.2% | -23.0% |
| 6M | -29.4% | +1.9% | -31.3% | -34.3% |
| YTD | -39.3% | +2.7% | -42.0% | -44.6% |
| 1Y | -39.3% | +4.0% | -43.4% | -45.1% |
| 3Y | +29.5% | +14.7% | +14.8% | +99.1% |
| All | +77.4% | +18.5% | +58.9% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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