+913.1%
EXPE vs AVAV
+308.3%
+604.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -9.8% | -3.9% | -12.0% |
| 7D | -3.6% | -24.3% | +20.7% | +1.0% |
| 30D | +4.8% | -28.9% | +33.7% | +10.8% |
| 3M | -14.6% | -39.3% | +24.6% | -7.7% |
| 6M | +10.0% | -38.8% | +48.7% | +16.5% |
| YTD | -3.3% | -57.8% | +54.5% | +6.8% |
| 1Y | +28.4% | -70.9% | +99.3% | +51.3% |
| 3Y | +145.1% | -14.8% | +159.9% | +118.9% |
| 5Y | +51.6% | +7.3% | +44.4% | +23.1% |
| 10Y | +128.8% | +325.3% | -196.5% | +25.6% |
| All | +913.1% | +308.3% | +604.8% | +397.7% |
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