+286.0%
XLE vs AVAV
+308.3%
-22.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.8% | +6.9% | -1.3% |
| 7D | -10.3% | -24.3% | +14.0% | -6.0% |
| 30D | -3.3% | -28.9% | +25.6% | +2.2% |
| 3M | +8.2% | -39.3% | +47.4% | +17.0% |
| 6M | +5.0% | -38.8% | +43.8% | +10.9% |
| YTD | +40.6% | -57.8% | +98.4% | +54.8% |
| 1Y | +45.0% | -70.9% | +115.9% | +70.6% |
| 3Y | +56.3% | -14.8% | +71.1% | +38.5% |
| 5Y | +152.2% | +7.3% | +144.9% | +100.6% |
| 10Y | +173.0% | +325.3% | -152.3% | +45.6% |
| All | +286.0% | +308.3% | -22.3% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling