-69.0%
AVAV vs ESI
+27.8%
-96.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.6% | -3.7% | -7.3% |
| 7D | -10.1% | -6.6% | -3.5% | -8.7% |
| 30D | -18.7% | -10.9% | -7.8% | -16.8% |
| 3M | -33.0% | -13.8% | -19.2% | -30.9% |
| 6M | -37.2% | -21.5% | -15.6% | -35.2% |
| YTD | -53.2% | +34.7% | -87.9% | -63.1% |
| 1Y | -69.0% | +24.9% | -93.9% | -75.0% |
| All | -69.0% | +27.8% | -96.8% | -75.0% |
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