+139.5%
XLP vs AVAV
+315.4%
-175.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.2% | +1.5% |
| 7D | +2.5% | +4.2% | -1.7% | +2.3% |
| 30D | +7.3% | -2.6% | +9.9% | +7.3% |
| 3M | +8.1% | -38.0% | +46.1% | +10.5% |
| 6M | +10.5% | -27.0% | +37.5% | +11.3% |
| YTD | +21.2% | -51.4% | +72.6% | +23.9% |
| 1Y | +22.7% | -60.2% | +82.9% | +26.9% |
| 3Y | +44.8% | -6.7% | +51.5% | +36.8% |
| 5Y | +44.7% | +28.3% | +16.4% | +30.3% |
| All | +139.5% | +315.4% | -175.9% | +94.0% |
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 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