+43.8%
XLU vs AVAV
+33.5%
+10.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.9% |
| 7D | +0.6% | -3.2% | +3.8% | +0.8% |
| 30D | -0.4% | -25.6% | +25.1% | +1.2% |
| 3M | -1.7% | -20.2% | +18.5% | -0.8% |
| 6M | -7.1% | -38.1% | +30.9% | -5.0% |
| YTD | +1.9% | -41.8% | +43.7% | +3.9% |
| 1Y | +6.1% | -39.0% | +45.2% | +7.3% |
| 3Y | +48.8% | +24.1% | +24.7% | +36.5% |
| 5Y | +43.8% | +53.0% | -9.2% | +25.0% |
| All | +43.8% | +33.5% | +10.2% | +25.0% |
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 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