+576.3%
AVAV vs XLRE
+112.0%
+464.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -2.2% | -1.2% | -1.0% | -1.5% |
| 30D | -13.9% | -2.8% | -11.1% | -12.5% |
| 3M | -29.2% | -0.2% | -29.0% | -29.7% |
| 6M | -36.1% | +1.9% | -38.1% | -37.3% |
| YTD | -40.2% | +10.6% | -50.8% | -44.0% |
| 1Y | -36.2% | +8.8% | -45.0% | -39.8% |
| 3Y | +47.5% | +31.5% | +16.0% | +21.3% |
| 5Y | +39.3% | +6.6% | +32.7% | +29.0% |
| 10Y | +482.6% | +84.0% | +398.5% | +300.1% |
| All | +576.3% | +112.0% | +464.3% | +347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling