+902.0%
XBI vs AVAV
+370.1%
+532.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.1% |
| 7D | -1.1% | +4.2% | -5.3% | -2.0% |
| 30D | +2.6% | -2.6% | +5.1% | +2.7% |
| 3M | -4.0% | -38.0% | +33.9% | +4.7% |
| 6M | +10.9% | -27.0% | +37.9% | +14.6% |
| YTD | +23.6% | -51.4% | +75.0% | +34.9% |
| 1Y | +35.1% | -60.2% | +95.3% | +53.3% |
| 3Y | +125.2% | -6.7% | +131.8% | +97.8% |
| 5Y | +19.7% | +28.3% | -8.6% | -7.0% |
| 10Y | +130.6% | +320.5% | -189.9% | +26.2% |
| All | +902.0% | +370.1% | +532.0% | +371.6% |
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 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