-1.2%
AVAV vs ESI
+84.3%
-85.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.2% | -0.6% |
| 7D | +9.9% | +1.8% | +8.0% | +9.4% |
| 30D | -5.4% | -6.6% | +1.2% | -3.5% |
| 3M | -36.5% | -9.4% | -27.2% | -34.9% |
| 6M | -25.3% | -24.1% | -1.1% | -20.0% |
| YTD | -48.6% | +37.1% | -85.7% | -57.0% |
| 1Y | -62.1% | +24.5% | -86.6% | -67.1% |
| All | -1.2% | +84.3% | -85.5% | -27.7% |
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