-61.5%
EOSE vs AVAV
+88.1%
-149.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.7% | +12.6% | +11.5% |
| 7D | +19.0% | -2.2% | +21.2% | +20.0% |
| 30D | +1.6% | -13.9% | +15.5% | +7.7% |
| 3M | -52.0% | -29.2% | -22.7% | -46.1% |
| 6M | -42.5% | -36.1% | -6.4% | -33.9% |
| YTD | -66.1% | -40.2% | -25.9% | -60.8% |
| 1Y | -47.1% | -36.2% | -10.9% | -39.1% |
| 3Y | +0.8% | +47.5% | -46.7% | -21.2% |
| 5Y | -71.7% | +39.3% | -110.9% | -79.1% |
| All | -61.5% | +88.1% | -149.6% | -59.8% |
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