+127.7%
EXPE vs AVAV
+315.4%
-187.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.8% |
| 7D | -0.5% | +4.2% | -4.7% | -1.2% |
| 30D | -6.1% | -2.6% | -3.5% | -6.2% |
| 3M | -21.3% | -38.0% | +16.6% | -16.5% |
| 6M | +19.0% | -27.0% | +46.0% | +21.4% |
| YTD | -8.4% | -51.4% | +43.0% | -2.8% |
| 1Y | -2.8% | -60.2% | +57.4% | +6.2% |
| 3Y | +120.8% | -6.7% | +127.4% | +94.7% |
| 5Y | +46.2% | +28.3% | +17.9% | +16.3% |
| All | +127.7% | +315.4% | -187.8% | +53.2% |
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