+613.4%
XLI vs AVAV
+478.6%
+134.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -1.1% | -2.2% | +1.2% | -0.7% |
| 30D | -5.9% | -13.9% | +8.0% | -3.9% |
| 3M | -0.3% | -29.2% | +29.0% | +4.2% |
| 6M | +0.1% | -36.1% | +36.3% | +5.3% |
| YTD | +13.6% | -40.2% | +53.8% | +18.7% |
| 1Y | +17.2% | -36.2% | +53.4% | +19.9% |
| 3Y | +68.2% | +47.5% | +20.7% | +40.3% |
| 5Y | +80.7% | +39.3% | +41.5% | +45.7% |
| 10Y | +253.3% | +482.6% | -229.3% | +98.8% |
| All | +613.4% | +478.6% | +134.8% | +250.0% |
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