+141.3%
ED vs AVAV
+358.8%
-217.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.8% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +12.4% | -9.9% | +22.3% | +12.6% |
| 3M | +13.1% | -34.7% | +47.8% | +14.1% |
| 6M | +14.1% | -26.6% | +40.7% | +14.5% |
| YTD | +23.1% | -48.9% | +72.0% | +24.2% |
| 1Y | +25.4% | -63.0% | +88.5% | +27.9% |
| 3Y | +47.9% | +1.6% | +46.3% | +42.4% |
| 5Y | +81.9% | +34.5% | +47.4% | +70.5% |
| 10Y | +141.3% | +359.3% | -218.0% | +128.2% |
| All | +141.3% | +358.8% | -217.5% | +128.2% |
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