+172.1%
EXC vs AVAV
+361.4%
-189.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.5% | -12.4% | -2.6% |
| 7D | -1.2% | -10.6% | +9.4% | -0.6% |
| 30D | +10.0% | -18.8% | +28.8% | +11.3% |
| 3M | +1.6% | -34.1% | +35.7% | +4.1% |
| 6M | +3.3% | -35.3% | +38.6% | +5.2% |
| YTD | +7.6% | -53.4% | +60.9% | +11.0% |
| 1Y | +3.5% | -65.6% | +69.1% | +9.3% |
| 3Y | +27.7% | -5.1% | +32.7% | +18.5% |
| 5Y | +41.1% | +18.5% | +22.6% | +24.5% |
| All | +172.1% | +361.4% | -189.3% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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