+115.5%
EXPE vs AVAV
+361.4%
-245.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.5% | -15.3% | -6.3% |
| 7D | -9.3% | -10.6% | +1.3% | -8.1% |
| 30D | +0.1% | -18.8% | +18.9% | +2.7% |
| 3M | -15.3% | -34.1% | +18.8% | -10.9% |
| 6M | +5.5% | -35.3% | +40.8% | +9.6% |
| YTD | -8.0% | -53.4% | +45.4% | -1.7% |
| 1Y | +18.9% | -65.6% | +84.5% | +32.9% |
| 3Y | +135.5% | -5.1% | +140.6% | +107.2% |
| 5Y | +44.3% | +18.5% | +25.8% | +16.8% |
| All | +115.5% | +361.4% | -245.9% | +58.4% |
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