+137.3%
AVAV vs EQH
+232.3%
-95.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.3% |
| 7D | -2.2% | +5.5% | -7.7% | -4.3% |
| 30D | -13.9% | +3.2% | -17.2% | -15.1% |
| 3M | -29.2% | +32.5% | -61.8% | -37.0% |
| 6M | -36.1% | +33.7% | -69.9% | -43.6% |
| YTD | -40.2% | +13.4% | -53.6% | -43.7% |
| 1Y | -36.2% | +0.6% | -36.8% | -37.3% |
| 3Y | +47.5% | +95.1% | -47.6% | +9.5% |
| 5Y | +39.3% | +92.7% | -53.4% | +1.0% |
| All | +137.3% | +232.3% | -95.0% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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