+508.8%
AVAV vs XME
+401.9%
+106.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.2% |
| 7D | +3.2% | +3.6% | -0.4% | +1.1% |
| 30D | -20.3% | +3.6% | -24.0% | -21.9% |
| 3M | -19.4% | +1.2% | -20.7% | -19.9% |
| 6M | -35.3% | +9.0% | -44.3% | -38.2% |
| YTD | -38.5% | +15.9% | -54.4% | -43.3% |
| 1Y | -37.2% | +43.2% | -80.4% | -48.4% |
| 3Y | +31.1% | +137.4% | -106.3% | -19.7% |
| 5Y | +41.0% | +185.0% | -144.0% | -24.5% |
| 10Y | +508.8% | +409.5% | +99.3% | +107.6% |
| All | +508.8% | +401.9% | +106.8% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling