+28.4%
XLY vs AVAV
+56.0%
-27.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -4.2% | -24.3% | +20.1% | -1.1% |
| 3M | -2.7% | -20.1% | +17.5% | -0.9% |
| 6M | -0.6% | -29.4% | +28.7% | +2.1% |
| YTD | -5.0% | -39.3% | +34.3% | -1.9% |
| 1Y | -4.1% | -39.3% | +35.2% | -1.7% |
| 3Y | +33.6% | +29.5% | +4.1% | +14.5% |
| All | +28.4% | +56.0% | -27.6% | +1.3% |
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