-5.1%
AVAV vs XHB
+36.1%
-41.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.5% | +12.0% | +11.1% |
| 7D | -10.6% | +1.3% | -11.9% | -11.3% |
| 30D | -18.8% | +7.8% | -26.6% | -21.6% |
| 3M | -34.1% | -5.5% | -28.6% | -32.7% |
| 6M | -35.3% | -2.6% | -32.7% | -34.8% |
| YTD | -53.4% | +0.4% | -53.7% | -53.5% |
| 1Y | -65.6% | -1.0% | -64.7% | -65.7% |
| 3Y | -5.1% | +37.3% | -42.4% | -16.6% |
| All | -5.1% | +36.1% | -41.1% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling