-60.4%
EOSE vs AVAV
+91.2%
-151.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.5% | -8.3% | -5.5% |
| 7D | +14.0% | -0.1% | +14.1% | +13.9% |
| 30D | -5.9% | -25.0% | +19.1% | +4.9% |
| 3M | -34.3% | -15.0% | -19.3% | -31.5% |
| 6M | -37.8% | -33.6% | -4.1% | -29.3% |
| YTD | -65.2% | -39.2% | -26.0% | -60.0% |
| 1Y | -41.9% | -40.5% | -1.5% | -31.4% |
| 3Y | +44.6% | +29.6% | +15.0% | +21.7% |
| 5Y | -69.2% | +56.7% | -125.9% | -77.8% |
| All | -60.4% | +91.2% | -151.6% | -58.9% |
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 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