+180.1%
XLF vs AVAV
+351.0%
-170.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.1% | -2.4% |
| 7D | +1.2% | -10.6% | +11.7% | +2.8% |
| 30D | +6.3% | -18.8% | +25.1% | +9.7% |
| 3M | -0.8% | -34.1% | +33.3% | +5.5% |
| 6M | +11.0% | -35.3% | +46.4% | +16.4% |
| YTD | +5.6% | -53.4% | +59.0% | +14.5% |
| 1Y | +10.8% | -65.6% | +76.4% | +26.5% |
| 3Y | +77.8% | -5.1% | +82.9% | +56.8% |
| 5Y | +55.6% | +18.5% | +37.1% | +24.2% |
| 10Y | +252.5% | +369.8% | -117.4% | +85.6% |
| All | +180.1% | +351.0% | -170.9% | +23.3% |
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 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