+98.3%
ENB vs AVAV
+423.1%
-324.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.6% | -11.5% | 0.0% |
| 7D | -3.7% | +3.2% | -6.8% | -4.1% |
| 30D | +1.7% | -7.4% | +9.1% | +2.1% |
| 3M | -6.3% | -32.0% | +25.7% | -3.6% |
| 6M | -9.2% | -24.6% | +15.4% | -8.3% |
| YTD | +3.1% | -47.5% | +50.6% | +6.2% |
| 1Y | +3.4% | -61.5% | +64.9% | +9.9% |
| 3Y | +68.9% | +5.5% | +63.5% | +52.1% |
| 5Y | +51.7% | +35.7% | +16.0% | +27.0% |
| 10Y | +98.3% | +379.1% | -280.8% | +50.0% |
| All | +98.3% | +423.1% | -324.8% | +50.0% |
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 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