-31.5%
XYL vs AVAV
-68.0%
+36.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -8.3% | +13.3% | +5.5% |
| 7D | +14.5% | -10.1% | +24.6% | +15.2% |
| 30D | -1.3% | -18.7% | +17.4% | 0.0% |
| 3M | -17.0% | -33.0% | +16.0% | -14.7% |
| 6M | -11.3% | -37.2% | +25.9% | -9.2% |
| YTD | -25.0% | -53.2% | +28.2% | -21.0% |
| 1Y | -31.5% | -69.0% | +37.4% | -24.9% |
| All | -31.5% | -68.0% | +36.5% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling