-10.2%
XLC vs AVAV
-32.4%
+22.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.5% | -10.0% | +0.2% |
| 7D | +4.9% | -10.6% | +15.5% | +5.1% |
| 30D | -5.8% | -18.8% | +13.0% | -5.3% |
| 3M | -5.4% | -34.1% | +28.7% | -4.3% |
| 6M | -10.2% | -35.3% | +25.2% | -8.8% |
| All | -10.2% | -32.4% | +22.3% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling