+252.4%
XLI vs AVAV
+516.1%
-263.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -0.9% |
| 7D | +1.0% | +3.2% | -2.2% | +0.5% |
| 30D | -5.8% | -20.3% | +14.5% | -2.9% |
| 3M | +0.7% | -19.4% | +20.1% | +2.8% |
| 6M | +3.2% | -35.3% | +38.4% | +7.8% |
| YTD | +13.0% | -38.5% | +51.5% | +17.1% |
| 1Y | +16.8% | -37.2% | +54.0% | +19.5% |
| 3Y | +72.4% | +31.1% | +41.3% | +48.7% |
| 5Y | +82.8% | +41.0% | +41.7% | +48.8% |
| 10Y | +252.4% | +508.8% | -256.3% | +102.8% |
| All | +252.4% | +516.1% | -263.6% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling