+40.4%
AVAV vs XHB
+37.5%
+2.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.2% |
| 7D | -2.2% | -1.3% | -0.9% | -1.6% |
| 30D | -13.9% | -6.9% | -7.0% | -10.7% |
| 3M | -29.2% | -1.3% | -28.0% | -28.8% |
| 6M | -36.1% | -6.8% | -29.3% | -34.0% |
| YTD | -40.2% | +0.7% | -40.9% | -40.4% |
| 1Y | -36.2% | -11.2% | -25.0% | -32.8% |
| 3Y | +47.5% | +25.3% | +22.2% | +25.2% |
| All | +40.4% | +37.5% | +2.9% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling