+200.1%
EXC vs AVAV
+360.4%
-160.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -1.4% | +9.9% | -11.2% | -2.1% |
| 30D | +8.3% | -5.4% | +13.7% | +8.5% |
| 3M | +2.6% | -36.5% | +39.2% | +5.5% |
| 6M | +5.2% | -25.3% | +30.4% | +6.1% |
| YTD | +7.5% | -48.6% | +56.1% | +10.3% |
| 1Y | +3.2% | -62.1% | +65.2% | +8.4% |
| 3Y | +29.5% | +2.3% | +27.2% | +19.4% |
| 5Y | +39.7% | +35.4% | +4.3% | +21.3% |
| 10Y | +200.1% | +345.1% | -145.0% | +138.2% |
| All | +200.1% | +360.4% | -160.3% | +138.2% |
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