+500.7%
AVAV vs ES
+84.4%
+416.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.6% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -13.9% | -2.0% | -12.0% | -13.5% |
| 3M | -29.2% | +1.7% | -30.9% | -29.8% |
| 6M | -36.1% | -3.5% | -32.6% | -35.7% |
| YTD | -40.2% | +7.9% | -48.1% | -41.6% |
| 1Y | -36.2% | +17.2% | -53.4% | -39.4% |
| 3Y | +47.5% | +29.3% | +18.2% | +33.2% |
| 5Y | +39.3% | -5.7% | +45.0% | +39.2% |
| All | +500.7% | +84.4% | +416.3% | +481.2% |
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