-0.5%
XRT vs AVAV
+32.4%
-32.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | 0.0% |
| 7D | +4.1% | 0.0% | +4.1% | +3.8% |
| 30D | +9.9% | -9.9% | +19.9% | +11.0% |
| 3M | +2.3% | -34.7% | +37.0% | +7.4% |
| 6M | +9.6% | -26.6% | +36.2% | +11.8% |
| YTD | +9.1% | -48.9% | +58.1% | +15.0% |
| 1Y | +16.2% | -63.0% | +79.2% | +28.3% |
| 3Y | +60.1% | +1.6% | +58.5% | +38.9% |
| 5Y | -0.5% | +34.5% | -35.0% | -27.2% |
| All | -0.5% | +32.4% | -32.9% | -27.2% |
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