+141.8%
ED vs AVAV
+360.4%
-218.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -0.9% | +9.9% | -10.8% | -1.1% |
| 30D | +11.2% | -5.4% | +16.6% | +11.3% |
| 3M | +11.8% | -36.5% | +48.3% | +12.8% |
| 6M | +14.1% | -25.3% | +39.4% | +14.4% |
| YTD | +23.0% | -48.6% | +71.5% | +24.1% |
| 1Y | +23.7% | -62.1% | +85.7% | +26.0% |
| 3Y | +47.7% | +2.3% | +45.4% | +42.2% |
| 5Y | +82.6% | +35.4% | +47.2% | +71.2% |
| 10Y | +141.8% | +345.1% | -203.3% | +126.9% |
| All | +141.8% | +360.4% | -218.6% | +126.9% |
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