+12.2%
XYL vs AVAV
+48.2%
-36.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -5.0% | -2.2% | -2.8% | -4.8% |
| 30D | -13.2% | -13.9% | +0.7% | -12.1% |
| 3M | -3.7% | -29.2% | +25.5% | -1.2% |
| 6M | -17.7% | -36.1% | +18.4% | -15.2% |
| YTD | -21.5% | -40.2% | +18.7% | -19.1% |
| 1Y | -24.5% | -36.2% | +11.7% | -23.1% |
| All | +12.2% | +48.2% | -36.0% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling