+27.7%
AVAV vs XME
+108.0%
-80.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -1.8% |
| 7D | +4.2% | +0.3% | +3.9% | +4.3% |
| 30D | -2.6% | -6.1% | +3.6% | +1.7% |
| 3M | -38.0% | -18.6% | -19.3% | -29.8% |
| 6M | -27.0% | -23.9% | -3.1% | -13.8% |
| YTD | -51.4% | -9.3% | -42.1% | -48.1% |
| 1Y | -60.2% | +1.8% | -62.0% | -60.1% |
| 3Y | -6.7% | +93.0% | -99.7% | -34.0% |
| All | +27.7% | +108.0% | -80.3% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling