+174.3%
XLE vs AVAV
+479.1%
-304.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.6% |
| 7D | +2.2% | -2.2% | +4.4% | +2.5% |
| 30D | +11.8% | -13.9% | +25.7% | +13.8% |
| 3M | +9.8% | -29.2% | +39.1% | +13.8% |
| 6M | +15.6% | -36.1% | +51.7% | +20.5% |
| YTD | +45.3% | -40.2% | +85.5% | +50.2% |
| 1Y | +48.3% | -36.2% | +84.5% | +49.7% |
| 3Y | +55.4% | +47.5% | +7.9% | +25.7% |
| 5Y | +216.1% | +39.3% | +176.8% | +147.0% |
| All | +174.3% | +479.1% | -304.8% | +57.8% |
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 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