+154.0%
XEL vs AVAV
+478.0%
-324.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.7% |
| 7D | +0.9% | -3.2% | +4.1% | +1.0% |
| 30D | -0.9% | -25.6% | +24.7% | +0.1% |
| 3M | -1.4% | -20.2% | +18.8% | -0.9% |
| 6M | -5.8% | -38.1% | +32.2% | -4.6% |
| YTD | +4.7% | -41.8% | +46.5% | +5.9% |
| 1Y | +9.1% | -39.0% | +48.1% | +9.8% |
| 3Y | +47.8% | +24.1% | +23.8% | +40.6% |
| 5Y | +29.0% | +53.0% | -24.0% | +19.4% |
| 10Y | +154.0% | +493.8% | -339.8% | +127.0% |
| All | +154.0% | +478.0% | -324.0% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling