+900.3%
ET vs AVAV
+397.6%
+502.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +1.8% | +9.9% | -8.1% | 0.0% |
| 30D | -3.0% | -5.4% | +2.4% | -2.6% |
| 3M | -4.7% | -36.5% | +31.8% | +1.4% |
| 6M | +2.7% | -25.3% | +27.9% | +4.7% |
| YTD | +26.5% | -48.6% | +75.1% | +33.5% |
| 1Y | +25.0% | -62.1% | +87.0% | +38.3% |
| 3Y | +85.4% | +2.3% | +83.1% | +62.4% |
| 5Y | +215.5% | +35.4% | +180.1% | +149.1% |
| 10Y | +161.3% | +345.1% | -183.7% | +49.1% |
| All | +900.3% | +397.6% | +502.7% | +421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling