-40.5%
AVAV vs XLRE
+6.3%
-46.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.7% |
| 7D | -0.1% | -2.7% | +2.6% | +0.8% |
| 30D | -25.0% | -2.3% | -22.6% | -24.5% |
| 3M | -15.0% | -3.5% | -11.5% | -14.5% |
| 6M | -33.6% | +1.9% | -35.5% | -37.2% |
| YTD | -39.2% | +8.3% | -47.5% | -44.1% |
| 1Y | -40.5% | +6.4% | -46.9% | -44.1% |
| All | -40.5% | +6.3% | -46.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling