+617.7%
XEL vs AVAV
+397.6%
+220.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +0.7% | +9.9% | -9.1% | +0.1% |
| 30D | +9.3% | -5.4% | +14.7% | +9.5% |
| 3M | +5.3% | -36.5% | +41.8% | +7.7% |
| 6M | +2.2% | -25.3% | +27.5% | +3.0% |
| YTD | +12.3% | -48.6% | +60.9% | +14.8% |
| 1Y | +3.0% | -62.1% | +65.1% | +7.3% |
| 3Y | +51.6% | +2.3% | +49.3% | +43.7% |
| 5Y | +50.0% | +35.4% | +14.6% | +36.4% |
| 10Y | +183.8% | +345.1% | -161.3% | +121.5% |
| All | +617.7% | +397.6% | +220.1% | +397.4% |
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