+344.3%
XLB vs AVAV
+478.6%
-134.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -1.4% | -2.2% | +0.8% | -1.0% |
| 30D | -0.4% | -13.9% | +13.5% | +1.8% |
| 3M | +2.0% | -29.2% | +31.2% | +6.4% |
| 6M | +1.8% | -36.1% | +38.0% | +7.0% |
| YTD | +16.6% | -40.2% | +56.8% | +21.7% |
| 1Y | +16.9% | -36.2% | +53.2% | +19.3% |
| 3Y | +32.6% | +47.5% | -15.0% | +9.3% |
| 5Y | +35.6% | +39.3% | -3.6% | +8.0% |
| 10Y | +160.0% | +482.6% | -322.5% | +40.3% |
| All | +344.3% | +478.6% | -134.3% | +107.6% |
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