+54.8%
XLF vs AVAV
+18.1%
+36.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.1% | -1.4% |
| 7D | +1.2% | -10.6% | +11.7% | +1.9% |
| 30D | +6.3% | -18.8% | +25.1% | +7.9% |
| 3M | -0.8% | -34.1% | +33.3% | +2.2% |
| 6M | +11.0% | -35.3% | +46.4% | +13.7% |
| YTD | +5.6% | -53.4% | +59.0% | +10.1% |
| 1Y | +10.8% | -65.6% | +76.4% | +18.6% |
| 3Y | +77.8% | -5.1% | +82.9% | +64.1% |
| All | +54.8% | +18.1% | +36.6% | +33.3% |
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 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