+92.8%
AVAV vs EQH
+252.0%
-159.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.1% |
| 7D | +4.2% | +6.5% | -2.3% | +1.8% |
| 30D | -2.6% | +6.1% | -8.6% | -4.7% |
| 3M | -38.0% | +6.2% | -44.2% | -39.4% |
| 6M | -27.0% | +38.1% | -65.1% | -36.0% |
| YTD | -51.4% | +20.2% | -71.6% | -55.2% |
| 1Y | -60.2% | +27.6% | -87.8% | -64.2% |
| 3Y | -6.7% | +128.8% | -135.5% | -34.6% |
| 5Y | +28.3% | +83.1% | -54.8% | -4.9% |
| All | +92.8% | +252.0% | -159.2% | +10.0% |
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