+609.5%
XEL vs AVAV
+407.8%
+201.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.6% | -12.0% | -0.1% |
| 7D | +1.1% | +3.2% | -2.1% | +0.8% |
| 30D | +8.7% | -7.4% | +16.1% | +8.9% |
| 3M | +3.5% | -32.0% | +35.5% | +5.5% |
| 6M | +2.6% | -24.6% | +27.1% | +3.3% |
| YTD | +11.1% | -47.5% | +58.6% | +13.4% |
| 1Y | +2.2% | -61.5% | +63.7% | +6.3% |
| 3Y | +51.1% | +5.5% | +45.6% | +43.0% |
| 5Y | +48.0% | +35.7% | +12.3% | +34.6% |
| 10Y | +175.3% | +379.1% | -203.8% | +113.6% |
| All | +609.5% | +407.8% | +201.7% | +391.1% |
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