+42.7%
XLP vs AVAV
+34.3%
+8.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | +2.3% | 0.0% | +2.4% | +2.3% |
| 30D | +9.1% | -9.9% | +19.0% | +9.3% |
| 3M | +7.9% | -34.7% | +42.6% | +8.6% |
| 6M | +9.6% | -26.6% | +36.2% | +9.9% |
| YTD | +19.4% | -48.9% | +68.4% | +20.4% |
| 1Y | +22.4% | -63.0% | +85.4% | +24.5% |
| 3Y | +43.2% | +1.6% | +41.6% | +36.8% |
| All | +42.7% | +34.3% | +8.3% | +34.7% |
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