+399.7%
ED vs AVAV
+478.6%
-78.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | -0.2% | -2.2% | +2.0% | -0.1% |
| 30D | -0.1% | -13.9% | +13.8% | +0.4% |
| 3M | +3.9% | -29.2% | +33.2% | +5.1% |
| 6M | -3.0% | -36.1% | +33.1% | -1.7% |
| YTD | +10.7% | -40.2% | +50.9% | +12.0% |
| 1Y | +13.3% | -36.2% | +49.6% | +13.8% |
| 3Y | +34.5% | +47.5% | -13.0% | +25.9% |
| 5Y | +67.1% | +39.3% | +27.9% | +54.8% |
| 10Y | +103.0% | +482.6% | -379.5% | +63.5% |
| All | +399.7% | +478.6% | -78.9% | +267.6% |
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