+31.9%
AVAV vs XLRE
+8.8%
+23.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.6% |
| 7D | +18.4% | +0.1% | +18.2% | +18.3% |
| 30D | -4.9% | +6.0% | -11.0% | -8.1% |
| 3M | -37.7% | +0.5% | -38.2% | -37.9% |
| 6M | -28.4% | +1.2% | -29.7% | -29.5% |
| YTD | -50.0% | +12.6% | -62.6% | -53.8% |
| 1Y | -62.6% | +11.0% | -73.6% | -65.1% |
| 3Y | -0.6% | +43.0% | -43.6% | -24.3% |
| 5Y | +31.9% | +9.1% | +22.8% | +11.4% |
| All | +31.9% | +8.8% | +23.1% | +11.4% |
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