+342.1%
XLB vs AVAV
+351.0%
-8.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.2% | -2.4% |
| 7D | -1.5% | -10.6% | +9.1% | 0.0% |
| 30D | +6.1% | -18.8% | +24.9% | +9.2% |
| 3M | 0.0% | -34.1% | +34.1% | +6.0% |
| 6M | 0.0% | -35.3% | +35.3% | +4.6% |
| YTD | +16.0% | -53.4% | +69.4% | +25.3% |
| 1Y | +24.7% | -65.6% | +90.4% | +41.3% |
| 3Y | +40.4% | -5.1% | +45.4% | +24.9% |
| 5Y | +30.7% | +18.5% | +12.1% | +6.0% |
| 10Y | +173.3% | +369.8% | -196.6% | +51.5% |
| All | +342.1% | +351.0% | -8.9% | +113.7% |
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