+53.4%
XOM vs AVAV
+31.0%
+22.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | +0.7% |
| 7D | -2.4% | +3.2% | -5.6% | -2.4% |
| 30D | +5.7% | -20.3% | +26.0% | +6.1% |
| 3M | +6.6% | -19.4% | +26.0% | +6.9% |
| 6M | +7.7% | -35.3% | +42.9% | +8.8% |
| YTD | +36.2% | -38.5% | +74.7% | +37.1% |
| 1Y | +50.5% | -37.2% | +87.7% | +50.3% |
| 3Y | +53.4% | +31.1% | +22.3% | +28.1% |
| All | +53.4% | +31.0% | +22.4% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling