+146.4%
ED vs AVAV
+315.4%
-169.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.4% |
| 7D | +2.1% | +4.2% | -2.2% | +2.0% |
| 30D | +10.4% | -2.6% | +13.0% | +10.4% |
| 3M | +12.5% | -38.0% | +50.5% | +13.6% |
| 6M | +14.9% | -27.0% | +41.9% | +15.3% |
| YTD | +24.8% | -51.4% | +76.2% | +26.1% |
| 1Y | +23.8% | -60.2% | +84.1% | +25.9% |
| 3Y | +51.6% | -6.7% | +58.3% | +46.4% |
| 5Y | +86.4% | +28.3% | +58.1% | +74.9% |
| All | +146.4% | +315.4% | -169.0% | +129.8% |
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 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