+43.9%
EXC vs AVAV
+7.1%
+36.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.8% | +10.5% | +0.9% |
| 7D | +1.4% | -24.3% | +25.7% | +2.2% |
| 30D | +11.6% | -28.9% | +40.5% | +12.7% |
| 3M | +2.7% | -39.3% | +41.9% | +4.1% |
| 6M | +2.7% | -38.8% | +41.4% | +3.7% |
| YTD | +9.7% | -57.8% | +67.5% | +11.7% |
| 1Y | +4.5% | -70.9% | +75.4% | +8.2% |
| 3Y | +28.5% | -14.8% | +43.3% | +20.8% |
| 5Y | +43.9% | +7.3% | +36.7% | +37.9% |
| All | +43.9% | +7.1% | +36.9% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling