+224.2%
XLF vs AVAV
+358.8%
-134.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.9% |
| 7D | +1.9% | 0.0% | +1.9% | +1.6% |
| 30D | +6.5% | -9.9% | +16.4% | +7.5% |
| 3M | +1.2% | -34.7% | +35.9% | +6.2% |
| 6M | +14.6% | -26.6% | +41.2% | +16.8% |
| YTD | +7.7% | -48.9% | +56.7% | +13.4% |
| 1Y | +11.8% | -63.0% | +74.8% | +22.9% |
| 3Y | +80.1% | +1.6% | +78.5% | +60.1% |
| 5Y | +59.0% | +34.5% | +24.5% | +28.8% |
| 10Y | +224.2% | +359.3% | -135.1% | +97.6% |
| All | +224.2% | +358.8% | -134.6% | +97.6% |
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