+1,008.2%
EXPE vs AVAV
+478.6%
+529.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.4% |
| 7D | -9.5% | -2.2% | -7.3% | -9.2% |
| 30D | -6.6% | -13.9% | +7.3% | -4.5% |
| 3M | +31.4% | -29.2% | +60.6% | +37.4% |
| 6M | +35.2% | -36.1% | +71.3% | +42.5% |
| YTD | +5.8% | -40.2% | +46.0% | +10.5% |
| 1Y | +38.7% | -36.2% | +74.9% | +41.0% |
| 3Y | +175.8% | +47.5% | +128.3% | +121.7% |
| 5Y | +111.8% | +39.3% | +72.6% | +65.0% |
| 10Y | +179.7% | +482.6% | -302.8% | +46.1% |
| All | +1,008.2% | +478.6% | +529.6% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling