+78.0%
XLF vs AVAV
+24.2%
+53.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.7% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | +0.2% | -13.9% | +14.1% | +1.0% |
| 3M | +11.7% | -29.2% | +40.9% | +13.6% |
| 6M | +13.8% | -36.1% | +49.9% | +16.1% |
| YTD | +7.0% | -40.2% | +47.2% | +9.0% |
| 1Y | +9.1% | -36.2% | +45.4% | +10.1% |
| All | +78.0% | +24.2% | +53.8% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling