+1,445.5%
ETN vs AVAV
+394.0%
+1,051.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.6% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | -17.3% | -9.9% | -7.4% | -15.6% |
| 3M | -20.1% | -34.7% | +14.6% | -13.5% |
| 6M | -11.3% | -26.6% | +15.3% | -7.9% |
| YTD | +12.5% | -48.9% | +61.4% | +22.0% |
| 1Y | -5.6% | -63.0% | +57.4% | +9.1% |
| 3Y | +65.6% | +1.6% | +64.0% | +46.6% |
| 5Y | +122.4% | +34.5% | +87.9% | +73.9% |
| 10Y | +531.4% | +359.3% | +172.2% | +230.9% |
| All | +1,445.5% | +394.0% | +1,051.5% | +586.6% |
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