+207.0%
ET vs AVAV
+361.4%
-154.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.5% | -10.1% | -0.9% |
| 7D | -7.9% | -10.6% | +2.7% | -6.7% |
| 30D | -5.9% | -18.8% | +12.9% | -3.7% |
| 3M | -5.2% | -34.1% | +28.9% | -0.7% |
| 6M | +0.3% | -35.3% | +35.6% | +3.9% |
| YTD | +23.1% | -53.4% | +76.5% | +30.5% |
| 1Y | +22.7% | -65.6% | +88.4% | +35.9% |
| 3Y | +75.4% | -5.1% | +80.4% | +55.3% |
| 5Y | +202.6% | +18.5% | +184.1% | +145.3% |
| All | +207.0% | +361.4% | -154.4% | +39.8% |
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