+30.2%
EXC vs AVAV
+2.7%
+27.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.6% | -12.5% | +0.2% |
| 7D | -1.7% | +3.2% | -4.9% | -1.6% |
| 30D | +9.3% | -7.4% | +16.7% | +9.3% |
| 3M | +1.0% | -32.0% | +33.0% | +0.9% |
| 6M | +5.9% | -24.6% | +30.5% | +5.9% |
| YTD | +7.6% | -47.5% | +55.1% | +7.4% |
| 1Y | +2.4% | -61.5% | +63.9% | +2.1% |
| 3Y | +30.2% | +5.5% | +24.8% | +28.4% |
| All | +30.2% | +2.7% | +27.5% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling