+166.5%
ET vs AVAV
+423.1%
-256.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.7% | -0.6% |
| 7D | -4.4% | +3.2% | -7.6% | -5.0% |
| 30D | -4.8% | -7.4% | +2.6% | -4.2% |
| 3M | -3.4% | -32.0% | +28.6% | +0.6% |
| 6M | +2.2% | -24.6% | +26.7% | +3.7% |
| YTD | +24.2% | -47.5% | +71.7% | +29.4% |
| 1Y | +24.5% | -61.5% | +86.0% | +35.4% |
| 3Y | +83.6% | +5.5% | +78.1% | +61.3% |
| 5Y | +203.4% | +35.7% | +167.6% | +143.5% |
| 10Y | +166.5% | +379.1% | -212.6% | +63.8% |
| All | +166.5% | +423.1% | -256.6% | +63.8% |
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