+359.3%
AVAV vs ES
+87.3%
+271.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | 0.0% | +0.9% | -0.9% | -0.5% |
| 30D | -9.9% | +5.9% | -15.8% | -11.6% |
| 3M | -34.7% | -1.0% | -33.7% | -34.8% |
| 6M | -26.6% | +7.2% | -33.8% | -28.5% |
| YTD | -48.9% | +7.0% | -55.9% | -50.2% |
| 1Y | -63.0% | +0.5% | -63.5% | -63.4% |
| 3Y | +1.6% | +48.7% | -47.1% | -12.8% |
| 5Y | +34.5% | +1.9% | +32.6% | +31.1% |
| 10Y | +359.3% | +89.2% | +270.1% | +365.4% |
| All | +359.3% | +87.3% | +271.9% | +365.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling