+35.7%
AVAV vs XME
+121.9%
-86.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.5% | +7.1% | +9.3% |
| 7D | +3.2% | +0.9% | +2.2% | +3.1% |
| 30D | -7.4% | -7.3% | -0.1% | -2.7% |
| 3M | -32.0% | -14.8% | -17.2% | -25.3% |
| 6M | -24.6% | -18.4% | -6.2% | -14.7% |
| YTD | -47.5% | -4.7% | -42.8% | -45.7% |
| 1Y | -61.5% | +5.7% | -67.2% | -62.2% |
| 3Y | +5.5% | +104.0% | -98.5% | -27.7% |
| 5Y | +35.7% | +122.4% | -86.7% | -8.5% |
| All | +35.7% | +121.9% | -86.2% | -8.5% |
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 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