-62.0%
AVAV vs ESI
+19.1%
-81.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.1% | +7.5% | +11.2% |
| 7D | +3.2% | -3.5% | +6.6% | +4.2% |
| 30D | -7.4% | -9.3% | +1.8% | -5.4% |
| 3M | -32.0% | -12.8% | -19.2% | -30.0% |
| 6M | -24.6% | -24.6% | 0.0% | -21.4% |
| YTD | -47.5% | +32.7% | -80.3% | -58.2% |
| All | -62.0% | +19.1% | -81.1% | -68.6% |
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