+20.5%
EXE vs AVAV
+1.8%
+18.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +1.5% | +9.9% | -8.4% | +1.1% |
| 30D | -0.2% | -5.4% | +5.2% | -0.1% |
| 3M | -9.2% | -36.5% | +27.3% | -8.1% |
| 6M | -7.2% | -25.3% | +18.0% | -6.8% |
| YTD | -18.3% | -48.6% | +30.3% | -18.5% |
| 1Y | -23.6% | -62.1% | +38.5% | -22.0% |
| All | +20.5% | +1.8% | +18.8% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling