+251.6%
XLF vs AVAV
+478.0%
-226.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +4.9% | +0.3% |
| 7D | -1.0% | -3.2% | +2.1% | -0.7% |
| 30D | -1.3% | -25.6% | +24.3% | +2.4% |
| 3M | +9.1% | -20.2% | +29.4% | +11.2% |
| 6M | +14.4% | -38.1% | +52.4% | +19.6% |
| YTD | +5.1% | -41.8% | +46.9% | +9.3% |
| 1Y | +8.6% | -39.0% | +47.7% | +11.1% |
| 3Y | +74.4% | +24.1% | +50.4% | +51.0% |
| 5Y | +64.4% | +53.0% | +11.3% | +31.1% |
| 10Y | +251.6% | +493.8% | -242.2% | +91.8% |
| All | +251.6% | +478.0% | -226.4% | +91.8% |
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