+46.9%
ED vs AVAV
+2.7%
+44.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | +0.2% |
| 7D | -0.1% | +3.2% | -3.2% | +0.1% |
| 30D | +11.6% | -7.4% | +19.0% | +11.5% |
| 3M | +10.5% | -32.0% | +42.5% | +9.7% |
| 6M | +13.2% | -24.6% | +37.8% | +13.0% |
| YTD | +22.1% | -47.5% | +69.7% | +21.2% |
| 1Y | +24.2% | -61.5% | +85.6% | +22.3% |
| 3Y | +46.9% | +5.5% | +41.4% | +47.2% |
| All | +46.9% | +2.7% | +44.2% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling