+217.7%
XLF vs AVAV
+315.4%
-97.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.2% |
| 7D | +2.7% | +4.2% | -1.6% | +2.0% |
| 30D | +7.6% | -2.6% | +10.2% | +7.6% |
| 3M | +1.1% | -38.0% | +39.0% | +6.8% |
| 6M | +15.9% | -27.0% | +42.9% | +18.1% |
| YTD | +8.4% | -51.4% | +59.9% | +14.8% |
| 1Y | +12.5% | -60.2% | +72.7% | +22.3% |
| 3Y | +81.6% | -6.7% | +88.2% | +63.5% |
| 5Y | +59.3% | +28.3% | +30.9% | +29.8% |
| All | +217.7% | +315.4% | -97.7% | +95.8% |
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