+135.5%
EXPE vs AVAV
-5.8%
+141.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.5% | -15.3% | -5.4% |
| 7D | -9.3% | -10.6% | +1.3% | -8.9% |
| 30D | +0.1% | -18.8% | +18.9% | +1.2% |
| 3M | -15.3% | -34.1% | +18.8% | -13.5% |
| 6M | +5.5% | -35.3% | +40.8% | +7.4% |
| YTD | -8.0% | -53.4% | +45.4% | -5.2% |
| 1Y | +18.9% | -65.6% | +84.5% | +25.5% |
| 3Y | +135.5% | -5.1% | +140.6% | +116.6% |
| All | +135.5% | -5.8% | +141.3% | +116.6% |
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