+177.7%
EIX vs AVAV
+351.0%
-173.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.5% | -12.9% | -3.4% |
| 7D | +1.0% | -10.6% | +11.6% | +1.8% |
| 30D | +9.1% | -18.8% | +27.9% | +10.9% |
| 3M | -10.2% | -34.1% | +23.9% | -7.3% |
| 6M | -11.2% | -35.3% | +24.1% | -9.1% |
| YTD | +4.5% | -53.4% | +57.9% | +9.1% |
| 1Y | +10.9% | -65.6% | +76.5% | +19.1% |
| 3Y | +8.4% | -5.1% | +13.5% | +0.9% |
| 5Y | +18.0% | +18.5% | -0.6% | +4.2% |
| 10Y | +30.3% | +369.8% | -339.6% | -7.3% |
| All | +177.7% | +351.0% | -173.4% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling