+29.0%
XLB vs AVAV
+18.1%
+10.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.2% | -1.6% |
| 7D | -1.5% | -10.6% | +9.1% | -0.7% |
| 30D | +6.1% | -18.8% | +24.9% | +7.7% |
| 3M | 0.0% | -34.1% | +34.1% | +3.1% |
| 6M | 0.0% | -35.3% | +35.3% | +2.4% |
| YTD | +16.0% | -53.4% | +69.4% | +20.9% |
| 1Y | +24.7% | -65.6% | +90.4% | +33.5% |
| 3Y | +40.4% | -5.1% | +45.4% | +29.2% |
| All | +29.0% | +18.1% | +10.9% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling