+379.1%
AVAV vs EXPD
+334.2%
+44.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.7% | +9.9% | +11.5% |
| 7D | +3.2% | -5.5% | +8.6% | +5.8% |
| 30D | -7.4% | -1.9% | -5.5% | -6.5% |
| 3M | -32.0% | +6.1% | -38.1% | -33.7% |
| 6M | -24.6% | +21.6% | -46.2% | -30.7% |
| YTD | -47.5% | +27.9% | -75.4% | -53.4% |
| 1Y | -61.5% | +39.4% | -100.9% | -67.1% |
| 3Y | +5.5% | +72.7% | -67.2% | -20.7% |
| 5Y | +35.7% | +60.3% | -24.6% | +2.4% |
| 10Y | +379.1% | +332.6% | +46.5% | +111.6% |
| All | +379.1% | +334.2% | +44.9% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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