+120.8%
XYL vs AVAV
+423.1%
-302.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.6% | -11.1% | -0.5% |
| 7D | +2.1% | +3.2% | -1.1% | +1.1% |
| 30D | -3.4% | -7.4% | +4.0% | -2.8% |
| 3M | -17.2% | -32.0% | +14.8% | -12.6% |
| 6M | -12.0% | -24.6% | +12.5% | -10.4% |
| YTD | -26.3% | -47.5% | +21.2% | -21.8% |
| 1Y | -33.5% | -61.5% | +28.0% | -25.7% |
| 3Y | +6.4% | +5.5% | +0.9% | -7.1% |
| 5Y | -20.9% | +35.7% | -56.6% | -37.5% |
| 10Y | +120.8% | +379.1% | -258.3% | +30.6% |
| All | +120.8% | +423.1% | -302.3% | +30.6% |
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