+183.7%
XLF vs AVAV
+478.6%
-294.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.5% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | +0.2% | -13.9% | +14.1% | +2.4% |
| 3M | +11.7% | -29.2% | +40.9% | +16.7% |
| 6M | +13.8% | -36.1% | +49.9% | +19.8% |
| YTD | +7.0% | -40.2% | +47.2% | +11.9% |
| 1Y | +9.1% | -36.2% | +45.4% | +11.4% |
| 3Y | +75.6% | +47.5% | +28.1% | +42.8% |
| 5Y | +66.4% | +39.3% | +27.2% | +30.2% |
| 10Y | +250.3% | +482.6% | -232.3% | +79.1% |
| All | +183.7% | +478.6% | -294.9% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling