+161.2%
EIX vs AVAV
+478.6%
-317.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.0% |
| 7D | -19.1% | -2.2% | -16.9% | -19.0% |
| 30D | -16.9% | -13.9% | -3.0% | -15.9% |
| 3M | -20.0% | -29.2% | +9.2% | -18.1% |
| 6M | -21.3% | -36.1% | +14.8% | -19.2% |
| YTD | -1.7% | -40.2% | +38.5% | +0.7% |
| 1Y | +9.6% | -36.2% | +45.8% | +10.7% |
| 3Y | -3.7% | +47.5% | -51.2% | -14.2% |
| 5Y | +22.6% | +39.3% | -16.7% | +7.2% |
| 10Y | +17.7% | +482.6% | -464.9% | -17.6% |
| All | +161.2% | +478.6% | -317.4% | +60.5% |
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