+136.6%
XLU vs AVAV
+520.8%
-384.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -1.3% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -2.5% | -25.0% | +22.4% | -0.6% |
| 3M | -2.7% | -15.0% | +12.2% | -2.2% |
| 6M | -7.5% | -33.6% | +26.2% | -5.6% |
| YTD | +0.9% | -39.2% | +40.1% | +2.9% |
| 1Y | +3.3% | -40.5% | +43.8% | +5.0% |
| 3Y | +47.3% | +29.6% | +17.7% | +35.8% |
| 5Y | +44.4% | +56.7% | -12.3% | +27.9% |
| All | +136.6% | +520.8% | -384.2% | +96.4% |
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