+620.4%
ENB vs AVAV
+308.3%
+312.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.8% | +8.5% | -0.3% |
| 7D | -2.4% | -24.3% | +22.0% | +0.5% |
| 30D | +3.4% | -28.9% | +32.3% | +7.0% |
| 3M | -6.1% | -39.3% | +33.2% | -1.4% |
| 6M | -10.0% | -38.8% | +28.7% | -6.8% |
| YTD | +4.7% | -57.8% | +62.4% | +11.2% |
| 1Y | +7.5% | -70.9% | +78.4% | +19.3% |
| 3Y | +69.1% | -14.8% | +83.9% | +56.0% |
| 5Y | +50.4% | +7.3% | +43.1% | +29.2% |
| 10Y | +108.0% | +325.3% | -217.4% | +37.7% |
| All | +620.4% | +308.3% | +312.1% | +328.6% |
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