+169.4%
XLV vs AVAV
+519.3%
-349.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | -3.6% | +1.4% | -5.0% | -3.7% |
| 30D | -1.8% | -24.3% | +22.5% | +0.3% |
| 3M | +7.8% | -20.1% | +27.9% | +9.1% |
| 6M | +9.1% | -29.4% | +38.5% | +11.0% |
| YTD | +7.7% | -39.3% | +47.1% | +10.0% |
| 1Y | +20.4% | -39.3% | +59.7% | +22.2% |
| 3Y | +30.8% | +29.5% | +1.3% | +18.6% |
| 5Y | +34.6% | +56.3% | -21.7% | +16.1% |
| All | +169.4% | +519.3% | -349.9% | +85.0% |
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 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