+19.6%
AVAV vs XHB
+33.2%
-13.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.5% | +12.0% | +11.2% |
| 7D | -10.6% | +1.3% | -11.9% | -11.5% |
| 30D | -18.8% | +7.8% | -26.6% | -22.1% |
| 3M | -34.1% | -5.5% | -28.6% | -32.5% |
| 6M | -35.3% | -2.6% | -32.7% | -34.8% |
| YTD | -53.4% | +0.4% | -53.7% | -53.7% |
| 1Y | -65.6% | -1.0% | -64.7% | -65.8% |
| 3Y | -5.1% | +37.3% | -42.4% | -24.3% |
| All | +19.6% | +33.2% | -13.6% | -15.9% |
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