+32.2%
EIX vs AVAV
+423.1%
-390.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.6% | -11.3% | +0.4% |
| 7D | +0.7% | +3.2% | -2.4% | +0.4% |
| 30D | +8.8% | -7.4% | +16.2% | +9.1% |
| 3M | -10.9% | -32.0% | +21.1% | -8.8% |
| 6M | -10.3% | -24.6% | +14.3% | -9.6% |
| YTD | +5.8% | -47.5% | +53.4% | +8.8% |
| 1Y | +11.4% | -61.5% | +72.9% | +17.3% |
| 3Y | +11.1% | +5.5% | +5.6% | +2.7% |
| 5Y | +18.5% | +35.7% | -17.3% | +4.1% |
| 10Y | +32.2% | +379.1% | -346.9% | +11.7% |
| All | +32.2% | +423.1% | -390.9% | +11.7% |
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