+103.2%
XYL vs AVAV
+360.4%
-257.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -5.9% | +9.9% | -15.7% | -7.5% |
| 30D | -7.3% | -5.4% | -1.9% | -7.0% |
| 3M | -22.5% | -36.5% | +14.0% | -17.3% |
| 6M | -14.4% | -25.3% | +10.8% | -12.7% |
| YTD | -29.4% | -48.6% | +19.2% | -24.8% |
| 1Y | -35.6% | -62.1% | +26.5% | -27.9% |
| 3Y | +0.3% | +2.3% | -2.1% | -12.0% |
| 5Y | -22.3% | +35.4% | -57.7% | -38.7% |
| 10Y | +103.2% | +345.1% | -241.9% | +20.5% |
| All | +103.2% | +360.4% | -257.2% | +20.5% |
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