+373.3%
ETR vs AVAV
+327.1%
+46.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.1% |
| 7D | +1.5% | +18.4% | -16.9% | +0.3% |
| 30D | +6.6% | -4.9% | +11.6% | +6.8% |
| 3M | +4.4% | -37.7% | +42.1% | +7.3% |
| 6M | -0.3% | -28.4% | +28.2% | +0.8% |
| YTD | +23.3% | -50.0% | +73.4% | +26.8% |
| 1Y | +18.9% | -62.6% | +81.5% | +24.8% |
| 3Y | +155.5% | -0.6% | +156.1% | +140.5% |
| 5Y | +159.9% | +31.9% | +128.0% | +133.5% |
| All | +373.3% | +327.1% | +46.1% | +299.1% |
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 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