+430.5%
AVAV vs XHB
+243.8%
+186.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.6% | +9.0% | +11.1% |
| 7D | +3.2% | +1.3% | +1.8% | +2.4% |
| 30D | -7.4% | +11.8% | -19.2% | -11.8% |
| 3M | -32.0% | -3.8% | -28.2% | -31.1% |
| 6M | -24.6% | +4.1% | -28.7% | -26.0% |
| YTD | -47.5% | +4.0% | -51.5% | -48.5% |
| 1Y | -61.5% | +1.6% | -63.1% | -62.0% |
| 3Y | +5.5% | +43.2% | -37.7% | -11.9% |
| 5Y | +35.7% | +35.8% | -0.1% | +14.2% |
| 10Y | +379.1% | +259.3% | +119.8% | +174.8% |
| All | +430.5% | +243.8% | +186.7% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling