+402.6%
AVAV vs ESI
+207.0%
+195.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.2% | -0.5% |
| 7D | +9.9% | +1.8% | +8.0% | +9.6% |
| 30D | -5.4% | -6.6% | +1.2% | -3.4% |
| 3M | -36.5% | -9.4% | -27.2% | -34.9% |
| 6M | -25.3% | -24.1% | -1.1% | -19.9% |
| YTD | -48.6% | +37.1% | -85.7% | -54.5% |
| 1Y | -62.1% | +24.5% | -86.6% | -65.6% |
| 3Y | +2.3% | +83.2% | -80.8% | -18.5% |
| 5Y | +35.4% | +44.0% | -8.6% | +13.4% |
| 10Y | +345.1% | +332.8% | +12.2% | +169.1% |
| All | +402.6% | +207.0% | +195.7% | +243.6% |
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 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