+7.3%
AVAV vs ES
+5.0%
+2.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +2.1% | -11.9% | -10.4% |
| 7D | -24.3% | +5.9% | -30.2% | -25.6% |
| 30D | -28.9% | +10.2% | -39.1% | -30.9% |
| 3M | -39.3% | +0.4% | -39.7% | -39.5% |
| 6M | -38.8% | +6.9% | -45.6% | -40.2% |
| YTD | -57.8% | +10.5% | -68.3% | -59.1% |
| 1Y | -70.9% | +3.2% | -74.1% | -71.4% |
| 3Y | -14.8% | +49.0% | -63.9% | -29.2% |
| 5Y | +7.3% | +4.5% | +2.8% | +12.2% |
| All | +7.3% | +5.0% | +2.3% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling