+173.9%
XLE vs AVAV
+360.4%
-186.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.8% |
| 7D | -0.2% | +9.9% | -10.1% | -1.7% |
| 30D | -4.0% | -5.4% | +1.4% | -3.6% |
| 3M | +4.6% | -36.5% | +41.2% | +10.5% |
| 6M | +12.3% | -25.3% | +37.6% | +14.0% |
| YTD | +44.5% | -48.6% | +93.1% | +51.8% |
| 1Y | +42.4% | -62.1% | +104.5% | +56.7% |
| 3Y | +67.0% | +2.3% | +64.7% | +44.4% |
| 5Y | +161.9% | +35.4% | +126.5% | +102.8% |
| 10Y | +173.9% | +345.1% | -171.2% | +78.3% |
| All | +173.9% | +360.4% | -186.5% | +78.3% |
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