+127.5%
XLP vs AVAV
+317.7%
-190.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.8% | +9.1% | -0.3% |
| 7D | +3.5% | -24.3% | +27.8% | +4.8% |
| 30D | +11.6% | -28.9% | +40.4% | +13.3% |
| 3M | +7.6% | -39.3% | +46.9% | +10.1% |
| 6M | +10.0% | -38.8% | +48.8% | +11.9% |
| YTD | +19.7% | -57.8% | +77.5% | +23.3% |
| 1Y | +23.5% | -70.9% | +94.4% | +30.0% |
| 3Y | +44.0% | -14.8% | +58.8% | +36.6% |
| 5Y | +42.7% | +7.3% | +35.4% | +30.1% |
| All | +127.5% | +317.7% | -190.2% | +92.2% |
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