+204.0%
XOM vs AVAV
+327.1%
-123.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.1% |
| 7D | +2.7% | +18.4% | -15.7% | +0.7% |
| 30D | -2.5% | -4.9% | +2.5% | -2.2% |
| 3M | +7.0% | -37.7% | +44.6% | +12.0% |
| 6M | +14.2% | -28.4% | +42.7% | +16.1% |
| YTD | +43.9% | -50.0% | +94.0% | +50.1% |
| 1Y | +47.9% | -62.6% | +110.5% | +60.0% |
| 3Y | +80.6% | -0.6% | +81.2% | +60.1% |
| 5Y | +212.8% | +31.9% | +180.9% | +152.7% |
| All | +204.0% | +327.1% | -123.2% | +117.0% |
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