+35.1%
EIX vs AVAV
+358.8%
-323.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | +1.0% | 0.0% | +1.0% | +0.8% |
| 30D | +8.9% | -9.9% | +18.8% | +9.4% |
| 3M | -9.8% | -34.7% | +24.9% | -7.4% |
| 6M | -10.2% | -26.6% | +16.4% | -9.3% |
| YTD | +5.9% | -48.9% | +54.9% | +9.1% |
| 1Y | +10.9% | -63.0% | +73.9% | +17.2% |
| 3Y | +10.2% | +1.6% | +8.6% | +2.2% |
| 5Y | +17.0% | +34.5% | -17.4% | +2.8% |
| 10Y | +35.1% | +359.3% | -324.2% | +13.7% |
| All | +35.1% | +358.8% | -323.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling