+31.9%
AVAV vs ESI
+40.6%
-8.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.7% | -2.1% |
| 7D | +18.4% | +8.3% | +10.1% | +15.3% |
| 30D | -4.9% | -10.4% | +5.5% | -1.3% |
| 3M | -37.7% | -13.2% | -24.5% | -34.9% |
| 6M | -28.4% | -23.9% | -4.6% | -22.9% |
| YTD | -50.0% | +34.2% | -84.2% | -57.5% |
| 1Y | -62.6% | +22.2% | -84.9% | -67.1% |
| 3Y | -0.6% | +79.2% | -79.8% | -26.6% |
| 5Y | +31.9% | +38.1% | -6.2% | -10.5% |
| All | +31.9% | +40.6% | -8.7% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling