+164.2%
XLB vs AVAV
+315.4%
-151.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | +0.5% | +4.2% | -3.7% | -0.1% |
| 30D | +5.2% | -2.6% | +7.7% | +5.1% |
| 3M | +0.3% | -38.0% | +38.3% | +5.8% |
| 6M | +1.2% | -27.0% | +28.2% | +3.2% |
| YTD | +16.6% | -51.4% | +68.1% | +23.3% |
| 1Y | +21.4% | -60.2% | +81.7% | +31.6% |
| 3Y | +43.2% | -6.7% | +49.9% | +29.5% |
| 5Y | +28.0% | +28.3% | -0.3% | +5.2% |
| All | +164.2% | +315.4% | -151.3% | +74.2% |
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