+563.9%
XLI vs AVAV
+351.0%
+212.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.5% | -10.3% | -1.6% |
| 7D | -2.8% | -10.6% | +7.8% | -1.2% |
| 30D | -3.1% | -18.8% | +15.7% | -0.1% |
| 3M | -11.7% | -34.1% | +22.4% | -6.2% |
| 6M | -7.6% | -35.3% | +27.8% | -3.0% |
| YTD | +5.7% | -53.4% | +59.1% | +14.5% |
| 1Y | +7.8% | -65.6% | +73.5% | +22.6% |
| 3Y | +67.4% | -5.1% | +72.5% | +50.7% |
| 5Y | +64.8% | +18.5% | +46.3% | +35.6% |
| 10Y | +241.2% | +369.8% | -128.6% | +97.7% |
| All | +563.9% | +351.0% | +212.8% | +237.5% |
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