+115.9%
EXC vs AVAV
+478.6%
-362.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.9% |
| 7D | +0.3% | -2.2% | +2.5% | +0.5% |
| 30D | -3.7% | -13.9% | +10.2% | -2.4% |
| 3M | -1.3% | -29.2% | +27.9% | +1.4% |
| 6M | -9.7% | -36.1% | +26.4% | -6.8% |
| YTD | +2.9% | -40.2% | +43.1% | +5.6% |
| 1Y | +4.4% | -36.2% | +40.6% | +5.5% |
| 3Y | +22.2% | +47.5% | -25.3% | +6.1% |
| 5Y | +46.7% | +39.3% | +7.4% | +24.3% |
| 10Y | +155.3% | +482.6% | -327.2% | +62.0% |
| All | +115.9% | +478.6% | -362.7% | +21.8% |
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