+159.4%
ET vs AVAV
+516.1%
-356.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -0.3% |
| 7D | +0.4% | +3.2% | -2.8% | 0.0% |
| 30D | +6.9% | -20.3% | +27.2% | +9.9% |
| 3M | +13.1% | -19.4% | +32.5% | +15.0% |
| 6M | +18.7% | -35.3% | +54.0% | +23.3% |
| YTD | +37.4% | -38.5% | +75.9% | +41.2% |
| 1Y | +34.8% | -37.2% | +72.0% | +36.4% |
| 3Y | +96.8% | +31.1% | +65.7% | +66.9% |
| 5Y | +238.2% | +41.0% | +197.2% | +169.9% |
| 10Y | +159.4% | +508.8% | -349.3% | +13.4% |
| All | +159.4% | +516.1% | -356.6% | +13.4% |
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