+345.4%
XLB vs AVAV
+308.3%
+37.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.8% | +6.9% | -1.4% |
| 7D | -0.4% | -24.3% | +23.9% | +3.9% |
| 30D | +5.2% | -28.9% | +34.1% | +10.7% |
| 3M | -0.1% | -39.3% | +39.1% | +7.3% |
| 6M | +2.4% | -38.8% | +41.2% | +8.2% |
| YTD | +16.9% | -57.8% | +74.7% | +28.3% |
| 1Y | +25.0% | -70.9% | +95.9% | +45.6% |
| 3Y | +40.7% | -14.8% | +55.5% | +27.5% |
| 5Y | +31.6% | +7.3% | +24.3% | +8.6% |
| 10Y | +175.3% | +325.3% | -150.1% | +55.2% |
| All | +345.4% | +308.3% | +37.1% | +118.9% |
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