+345.1%
AVAV vs ES
+92.3%
+252.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +9.9% | +0.1% | +9.8% | +9.6% |
| 30D | -5.4% | +6.7% | -12.1% | -7.3% |
| 3M | -36.5% | +0.3% | -36.9% | -36.8% |
| 6M | -25.3% | +7.4% | -32.7% | -27.2% |
| YTD | -48.6% | +8.4% | -57.0% | -50.0% |
| 1Y | -62.1% | +0.6% | -62.7% | -62.5% |
| 3Y | +2.3% | +50.6% | -48.3% | -12.5% |
| 5Y | +35.4% | +4.8% | +30.6% | +31.0% |
| 10Y | +345.1% | +93.1% | +252.0% | +345.6% |
| All | +345.1% | +92.3% | +252.8% | +345.6% |
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