+484.4%
AVAV vs ESI
+224.6%
+259.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -2.6% |
| 7D | -2.2% | +3.3% | -5.5% | -3.2% |
| 30D | -13.9% | -5.9% | -8.1% | -12.4% |
| 3M | -29.2% | -14.1% | -15.1% | -26.5% |
| 6M | -36.1% | +6.6% | -42.7% | -38.8% |
| YTD | -40.2% | +45.0% | -85.2% | -47.8% |
| 1Y | -36.2% | +41.5% | -77.7% | -44.0% |
| 3Y | +47.5% | +78.8% | -31.2% | +18.5% |
| 5Y | +39.3% | +70.9% | -31.6% | +11.2% |
| 10Y | +482.6% | +317.1% | +165.5% | +252.4% |
| All | +484.4% | +224.6% | +259.8% | +294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling