+179.3%
EXE vs AVAV
+4.7%
+174.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.1% |
| 7D | -1.8% | +3.2% | -5.0% | -2.0% |
| 30D | +6.4% | -20.3% | +26.7% | +8.3% |
| 3M | +9.2% | -19.4% | +28.7% | +10.5% |
| 6M | -7.0% | -35.3% | +28.3% | -4.6% |
| YTD | -9.5% | -38.5% | +29.0% | -8.5% |
| 1Y | +6.2% | -37.2% | +43.4% | +6.3% |
| 3Y | +20.7% | +31.1% | -10.4% | +3.8% |
| 5Y | +103.6% | +41.0% | +62.6% | +69.2% |
| All | +179.3% | +4.7% | +174.6% | +142.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling