+130.2%
EXC vs AVAV
+308.3%
-178.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.8% | +10.5% | +1.6% |
| 7D | +1.4% | -24.3% | +25.7% | +4.1% |
| 30D | +11.6% | -28.9% | +40.5% | +15.3% |
| 3M | +2.7% | -39.3% | +41.9% | +7.5% |
| 6M | +2.7% | -38.8% | +41.4% | +6.3% |
| YTD | +9.7% | -57.8% | +67.5% | +16.4% |
| 1Y | +4.5% | -70.9% | +75.4% | +15.4% |
| 3Y | +28.5% | -14.8% | +43.3% | +18.9% |
| 5Y | +43.9% | +7.3% | +36.7% | +24.7% |
| 10Y | +183.7% | +325.3% | -141.6% | +85.1% |
| All | +130.2% | +308.3% | -178.1% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling