+64.1%
XLI vs AVAV
+18.1%
+46.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.5% | -10.3% | -0.9% |
| 7D | -2.8% | -10.6% | +7.8% | -1.8% |
| 30D | -3.1% | -18.8% | +15.7% | -1.2% |
| 3M | -11.7% | -34.1% | +22.4% | -8.3% |
| 6M | -7.6% | -35.3% | +27.8% | -4.7% |
| YTD | +5.7% | -53.4% | +59.1% | +11.2% |
| 1Y | +7.8% | -65.6% | +73.5% | +17.2% |
| 3Y | +67.4% | -5.1% | +72.5% | +55.0% |
| All | +64.1% | +18.1% | +46.0% | +39.4% |
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