+53.0%
AVAV vs XLRE
+6.4%
+46.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.2% | -4.7% |
| 7D | -3.2% | -0.7% | -2.4% | -2.7% |
| 30D | -25.6% | -2.2% | -23.3% | -24.6% |
| 3M | -20.2% | -2.6% | -17.6% | -19.5% |
| 6M | -38.1% | +2.6% | -40.6% | -39.5% |
| YTD | -41.8% | +9.3% | -51.0% | -45.1% |
| 1Y | -39.0% | +7.2% | -46.3% | -42.0% |
| 3Y | +24.1% | +31.3% | -7.2% | +0.8% |
| 5Y | +53.0% | +8.1% | +44.9% | +29.9% |
| All | +53.0% | +6.4% | +46.6% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling