+61.6%
XLU vs AVAV
-3.9%
+65.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.6% |
| 7D | +2.1% | +4.2% | -2.1% | +2.0% |
| 30D | +5.6% | -2.6% | +8.1% | +5.6% |
| 3M | +0.7% | -38.0% | +38.7% | +2.0% |
| 6M | -0.1% | -27.0% | +27.0% | +0.4% |
| YTD | +5.3% | -51.4% | +56.7% | +7.0% |
| 1Y | +2.2% | -60.2% | +62.4% | +4.6% |
| 3Y | +61.6% | -6.7% | +68.3% | +57.1% |
| All | +61.6% | -3.9% | +65.5% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling