+67.4%
XLF vs AVAV
+39.7%
+27.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.6% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | +0.2% | -13.9% | +14.1% | +1.3% |
| 3M | +11.7% | -29.2% | +40.9% | +14.2% |
| 6M | +13.8% | -36.1% | +49.9% | +16.8% |
| YTD | +7.0% | -40.2% | +47.2% | +9.6% |
| 1Y | +9.1% | -36.2% | +45.4% | +10.3% |
| 3Y | +75.6% | +47.5% | +28.1% | +55.8% |
| All | +67.4% | +39.7% | +27.8% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling