+116.8%
EXPE vs AVAV
+1.7%
+115.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.9% |
| 7D | -11.2% | 0.0% | -11.2% | -11.3% |
| 30D | -7.5% | -9.9% | +2.5% | -7.1% |
| 3M | -19.1% | -34.7% | +15.6% | -17.3% |
| 6M | +10.7% | -26.6% | +37.4% | +11.9% |
| YTD | -9.9% | -48.9% | +39.0% | -7.7% |
| 1Y | -4.6% | -63.0% | +58.4% | +0.2% |
| 3Y | +116.8% | +1.6% | +115.2% | +103.3% |
| All | +116.8% | +1.7% | +115.1% | +103.3% |
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