+433.9%
XLP vs AVAV
+478.6%
-44.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.0% | -2.2% | +1.2% | -0.9% |
| 30D | -0.9% | -13.9% | +13.1% | +0.1% |
| 3M | +3.8% | -29.2% | +33.0% | +5.9% |
| 6M | -1.7% | -36.1% | +34.4% | +0.6% |
| YTD | +10.3% | -40.2% | +50.5% | +12.5% |
| 1Y | +7.8% | -36.2% | +44.0% | +8.6% |
| 3Y | +27.2% | +47.5% | -20.3% | +14.8% |
| 5Y | +32.5% | +39.3% | -6.7% | +17.4% |
| 10Y | +101.8% | +482.6% | -380.8% | +44.4% |
| All | +433.9% | +478.6% | -44.7% | +244.7% |
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 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