+371.2%
AVAV vs AEIS
+1,094.7%
-723.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +6.1% | +4.3% | +8.7% |
| 7D | -10.6% | -11.3% | +0.7% | -7.4% |
| 30D | -18.8% | -32.6% | +13.8% | -9.5% |
| 3M | -34.1% | -39.2% | +5.1% | -25.1% |
| 6M | -35.3% | -45.4% | +10.0% | -25.7% |
| YTD | -53.4% | -5.8% | -47.6% | -55.3% |
| 1Y | -65.6% | -10.0% | -55.7% | -66.6% |
| 3Y | -5.1% | +121.2% | -126.2% | -31.6% |
| 5Y | +18.5% | +110.6% | -92.1% | -15.8% |
| 10Y | +369.8% | +326.6% | +43.2% | +158.4% |
| All | +371.2% | +1,094.7% | -723.5% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling