+235.9%
ET vs AVAV
+39.7%
+196.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | +0.9% | -2.2% | +3.1% | +1.0% |
| 30D | +7.5% | -13.9% | +21.4% | +8.5% |
| 3M | +11.4% | -29.2% | +40.6% | +13.6% |
| 6M | +18.5% | -36.1% | +54.7% | +21.4% |
| YTD | +37.4% | -40.2% | +77.6% | +39.9% |
| 1Y | +30.9% | -36.2% | +67.1% | +31.1% |
| 3Y | +98.7% | +47.5% | +51.2% | +73.4% |
| All | +235.9% | +39.7% | +196.3% | +187.7% |
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