+65.1%
XLE vs AVAV
+2.7%
+62.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.6% | -12.1% | 0.0% |
| 7D | -7.9% | +3.2% | -11.0% | -8.1% |
| 30D | -4.8% | -7.4% | +2.6% | -4.7% |
| 3M | +8.4% | -32.0% | +40.4% | +9.6% |
| 6M | +12.7% | -24.6% | +37.2% | +13.0% |
| YTD | +41.3% | -47.5% | +88.8% | +43.3% |
| 1Y | +42.3% | -61.5% | +103.8% | +47.4% |
| 3Y | +65.1% | +5.5% | +59.6% | +50.7% |
| All | +65.1% | +2.7% | +62.3% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling