-36.2%
AVAV vs ESI
+44.5%
-80.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -2.6% |
| 7D | -2.2% | +3.3% | -5.5% | -3.1% |
| 30D | -13.9% | -5.9% | -8.1% | -12.6% |
| 3M | -29.2% | -14.1% | -15.1% | -27.5% |
| 6M | -36.1% | +6.6% | -42.7% | -40.9% |
| YTD | -40.2% | +45.0% | -85.2% | -53.6% |
| 1Y | -36.2% | +41.5% | -77.7% | -48.8% |
| All | -36.2% | +44.5% | -80.8% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling