+366.9%
ETR vs AVAV
+423.1%
-56.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.6% | -11.5% | +0.3% |
| 7D | +1.7% | +3.2% | -1.4% | +1.4% |
| 30D | +8.7% | -7.4% | +16.1% | +9.1% |
| 3M | +4.9% | -32.0% | +36.9% | +7.2% |
| 6M | +0.8% | -24.6% | +25.3% | +1.6% |
| YTD | +23.1% | -47.5% | +70.6% | +26.2% |
| 1Y | +17.9% | -61.5% | +79.4% | +23.6% |
| 3Y | +154.5% | +5.5% | +149.1% | +138.7% |
| 5Y | +160.3% | +35.7% | +124.5% | +133.7% |
| 10Y | +366.9% | +379.1% | -12.1% | +298.9% |
| All | +366.9% | +423.1% | -56.2% | +298.9% |
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