+184.7%
EIX vs AVAV
+308.3%
-123.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.8% | +8.9% | -0.1% |
| 7D | +2.5% | -24.3% | +26.8% | +5.0% |
| 30D | +14.1% | -28.9% | +43.0% | +17.4% |
| 3M | -9.4% | -39.3% | +29.8% | -5.7% |
| 6M | -9.1% | -38.8% | +29.7% | -6.4% |
| YTD | +7.1% | -57.8% | +64.9% | +13.0% |
| 1Y | +13.3% | -70.9% | +84.1% | +23.6% |
| 3Y | +10.9% | -14.8% | +25.7% | +4.3% |
| 5Y | +21.0% | +7.3% | +13.7% | +7.9% |
| 10Y | +33.6% | +325.3% | -291.7% | -4.1% |
| All | +184.7% | +308.3% | -123.6% | +80.0% |
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