-6.7%
AVAV vs XHB
+35.8%
-42.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -3.1% |
| 7D | +4.2% | -0.2% | +4.4% | +4.5% |
| 30D | -2.6% | +9.9% | -12.5% | -6.6% |
| 3M | -38.0% | -6.3% | -31.7% | -36.3% |
| 6M | -27.0% | +3.8% | -30.8% | -28.1% |
| YTD | -51.4% | +0.1% | -51.6% | -51.5% |
| 1Y | -60.2% | -0.8% | -59.4% | -60.3% |
| 3Y | -6.7% | +35.6% | -42.3% | -15.8% |
| All | -6.7% | +35.8% | -42.4% | -15.8% |
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