+8.4%
EIX vs AVAV
-5.8%
+14.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.5% | -12.9% | -2.6% |
| 7D | +1.0% | -10.6% | +11.6% | +1.1% |
| 30D | +9.1% | -18.8% | +27.9% | +9.4% |
| 3M | -10.2% | -34.1% | +23.9% | -9.8% |
| 6M | -11.2% | -35.3% | +24.1% | -10.9% |
| YTD | +4.5% | -53.4% | +57.9% | +6.0% |
| 1Y | +10.9% | -65.6% | +76.5% | +13.5% |
| 3Y | +8.4% | -5.1% | +13.5% | +2.8% |
| All | +8.4% | -5.8% | +14.2% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling