+51.8%
AVAV vs XME
+127.9%
-76.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -13.9% | +6.0% | -19.9% | -17.1% |
| 3M | -29.2% | -7.7% | -21.5% | -25.6% |
| 6M | -36.1% | +1.0% | -37.1% | -36.5% |
| YTD | -40.2% | +14.6% | -54.8% | -44.9% |
| 1Y | -36.2% | +46.0% | -82.2% | -48.2% |
| All | +51.8% | +127.9% | -76.1% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling