-42.6%
AVAV vs XE
-65.4%
+22.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +15.9% | -5.4% | +6.1% |
| 7D | -10.6% | -4.6% | -6.0% | -9.8% |
| 30D | -18.8% | -27.5% | +8.7% | -12.9% |
| 3M | -34.1% | -49.9% | +15.8% | -24.5% |
| 6M | -35.3% | -67.2% | +31.9% | -21.5% |
| All | -42.6% | -65.4% | +22.8% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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