+27.7%
AVAV vs AEIS
+142.3%
-114.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.2% | -1.5% |
| 7D | +4.2% | +11.5% | -7.3% | +0.9% |
| 30D | -2.6% | -15.8% | +13.2% | +1.9% |
| 3M | -38.0% | -33.3% | -4.6% | -31.1% |
| 6M | -27.0% | -35.2% | +8.2% | -20.2% |
| YTD | -51.4% | +5.0% | -56.4% | -56.3% |
| 1Y | -60.2% | +8.5% | -68.7% | -64.7% |
| 3Y | -6.7% | +152.9% | -159.5% | -42.1% |
| All | +27.7% | +142.3% | -114.7% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 5y: compounded portfolio wealth divided by compounded AEIS 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…
5y analysis · Full analysis span regression · 6 months rolling