+191.3%
XOM vs AVAV
+478.0%
-286.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +2.8% |
| 7D | 0.0% | -3.2% | +3.2% | +0.4% |
| 30D | +3.4% | -25.6% | +29.0% | +6.6% |
| 3M | +11.0% | -20.2% | +31.2% | +12.6% |
| 6M | +10.6% | -38.1% | +48.7% | +14.7% |
| YTD | +39.2% | -41.8% | +81.0% | +43.4% |
| 1Y | +52.7% | -39.0% | +91.8% | +54.7% |
| 3Y | +56.8% | +24.1% | +32.7% | +35.5% |
| 5Y | +261.8% | +53.0% | +208.7% | +188.8% |
| 10Y | +191.3% | +493.8% | -302.5% | +92.5% |
| All | +191.3% | +478.0% | -286.7% | +92.5% |
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