+125.7%
EXC vs AVAV
+351.0%
-225.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.5% | -12.4% | -3.0% |
| 7D | -1.2% | -10.6% | +9.4% | -0.2% |
| 30D | +10.0% | -18.8% | +28.8% | +12.0% |
| 3M | +1.6% | -34.1% | +35.7% | +5.5% |
| 6M | +3.3% | -35.3% | +38.6% | +6.2% |
| YTD | +7.6% | -53.4% | +60.9% | +12.8% |
| 1Y | +3.5% | -65.6% | +69.1% | +12.1% |
| 3Y | +27.7% | -5.1% | +32.7% | +16.7% |
| 5Y | +41.1% | +18.5% | +22.6% | +20.9% |
| 10Y | +178.2% | +369.8% | -191.6% | +79.5% |
| All | +125.7% | +351.0% | -225.4% | +30.1% |
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