+201.0%
ET vs AVAV
+18.1%
+182.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.5% | -10.1% | -0.4% |
| 7D | -7.9% | -10.6% | +2.7% | -7.2% |
| 30D | -5.9% | -18.8% | +12.9% | -4.7% |
| 3M | -5.2% | -34.1% | +28.9% | -2.8% |
| 6M | +0.3% | -35.3% | +35.6% | +2.3% |
| YTD | +23.1% | -53.4% | +76.5% | +27.2% |
| 1Y | +22.7% | -65.6% | +88.4% | +30.6% |
| 3Y | +75.4% | -5.1% | +80.4% | +59.9% |
| All | +201.0% | +18.1% | +182.8% | +146.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling