+166.9%
XLE vs AVAV
+28.1%
+138.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.2% |
| 7D | +5.4% | +4.2% | +1.2% | +5.1% |
| 30D | -3.9% | -2.6% | -1.4% | -3.9% |
| 3M | +7.0% | -38.0% | +45.0% | +10.0% |
| 6M | +14.2% | -27.0% | +41.2% | +15.2% |
| YTD | +48.2% | -51.4% | +99.6% | +52.6% |
| 1Y | +47.7% | -60.2% | +107.9% | +54.8% |
| 3Y | +70.0% | -6.7% | +76.7% | +55.6% |
| All | +166.9% | +28.1% | +138.8% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling