-21.2%
XYL vs AVAV
-35.3%
+14.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.7% |
| 7D | +1.8% | +3.2% | -1.4% | +1.5% |
| 30D | -9.2% | -20.3% | +11.1% | -7.7% |
| 3M | -0.3% | -19.4% | +19.2% | +1.0% |
| 6M | -11.0% | -35.3% | +24.3% | -8.7% |
| YTD | -19.2% | -38.5% | +19.3% | -16.6% |
| 1Y | -21.2% | -37.2% | +16.0% | -14.7% |
| All | -21.2% | -35.3% | +14.1% | -14.7% |
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