+135.8%
XLC vs AVAV
+108.7%
+27.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +3.5% | +9.9% | -6.4% | +2.1% |
| 30D | -2.6% | -5.4% | +2.8% | -2.3% |
| 3M | -2.1% | -36.5% | +34.5% | +2.9% |
| 6M | -5.5% | -25.3% | +19.8% | -3.9% |
| YTD | -6.9% | -48.6% | +41.7% | -2.5% |
| 1Y | -3.7% | -62.1% | +58.4% | +5.0% |
| 3Y | +64.2% | +2.3% | +61.9% | +45.4% |
| 5Y | +43.0% | +35.4% | +7.7% | +15.5% |
| All | +135.8% | +108.7% | +27.2% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling