+168.8%
XLB vs AVAV
+360.4%
-191.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.6% | +9.9% | -11.5% | -2.9% |
| 30D | +7.2% | -5.4% | +12.6% | +7.6% |
| 3M | 0.0% | -36.5% | +36.6% | +5.2% |
| 6M | +2.3% | -25.3% | +27.6% | +4.1% |
| YTD | +18.4% | -48.6% | +67.0% | +24.3% |
| 1Y | +23.3% | -62.1% | +85.4% | +34.6% |
| 3Y | +45.2% | +2.3% | +42.9% | +29.6% |
| 5Y | +31.0% | +35.4% | -4.4% | +7.0% |
| 10Y | +168.8% | +345.1% | -176.3% | +76.1% |
| All | +168.8% | +360.4% | -191.6% | +76.1% |
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 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