+28.3%
XLB vs AVAV
+31.5%
-3.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | 0.0% | +18.4% | -18.4% | -1.4% |
| 30D | +5.3% | -4.9% | +10.2% | +5.5% |
| 3M | 0.0% | -37.7% | +37.7% | +3.5% |
| 6M | +1.2% | -28.4% | +29.7% | +2.8% |
| YTD | +16.9% | -50.0% | +66.9% | +21.0% |
| 1Y | +20.9% | -62.6% | +83.5% | +28.4% |
| 3Y | +43.3% | -0.6% | +43.9% | +31.5% |
| 5Y | +28.3% | +31.9% | -3.6% | +9.3% |
| All | +28.3% | +31.5% | -3.2% | +9.3% |
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