+602.1%
ENB vs AVAV
+351.0%
+251.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.5% | -13.0% | -3.7% |
| 7D | -5.2% | -10.6% | +5.4% | -4.2% |
| 30D | +2.2% | -18.8% | +21.0% | +4.2% |
| 3M | -8.1% | -34.1% | +26.0% | -4.4% |
| 6M | -11.2% | -35.3% | +24.2% | -8.5% |
| YTD | +2.0% | -53.4% | +55.4% | +7.2% |
| 1Y | +4.1% | -65.6% | +69.7% | +13.2% |
| 3Y | +64.7% | -5.1% | +69.8% | +50.0% |
| 5Y | +46.6% | +18.5% | +28.1% | +24.5% |
| 10Y | +102.7% | +369.8% | -267.1% | +32.6% |
| All | +602.1% | +351.0% | +251.1% | +312.9% |
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