-5.1%
AVAV vs ESI
+67.9%
-73.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.9% | +8.5% | +9.8% |
| 7D | -10.6% | -8.5% | -2.1% | -7.8% |
| 30D | -18.8% | -15.7% | -3.1% | -14.4% |
| 3M | -34.1% | -18.2% | -15.9% | -30.1% |
| 6M | -35.3% | -28.8% | -6.5% | -29.4% |
| YTD | -53.4% | +26.3% | -79.6% | -59.9% |
| 1Y | -65.6% | +18.2% | -83.9% | -69.8% |
| 3Y | -5.1% | +68.1% | -73.2% | -27.2% |
| All | -5.1% | +67.9% | -73.0% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling