+176.5%
XLE vs AVAV
+327.1%
-150.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.9% |
| 7D | +4.4% | +18.4% | -14.0% | +1.8% |
| 30D | -4.3% | -4.9% | +0.7% | -4.0% |
| 3M | +6.0% | -37.7% | +43.7% | +12.3% |
| 6M | +13.2% | -28.4% | +41.7% | +15.6% |
| YTD | +46.7% | -50.0% | +96.8% | +54.6% |
| 1Y | +46.6% | -62.6% | +109.2% | +61.5% |
| 3Y | +69.6% | -0.6% | +70.2% | +47.1% |
| 5Y | +166.5% | +31.9% | +134.6% | +107.0% |
| All | +176.5% | +327.1% | -150.7% | +80.6% |
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