+291.1%
ETR vs AVAV
+516.1%
-224.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +1.0% |
| 7D | +1.4% | +3.2% | -1.8% | +1.2% |
| 30D | +1.9% | -20.3% | +22.2% | +3.3% |
| 3M | +1.0% | -19.4% | +20.4% | +1.9% |
| 6M | +4.8% | -35.3% | +40.1% | +7.0% |
| YTD | +19.5% | -38.5% | +58.0% | +21.6% |
| 1Y | +28.1% | -37.2% | +65.3% | +29.6% |
| 3Y | +151.1% | +31.1% | +120.0% | +132.4% |
| 5Y | +125.2% | +41.0% | +84.1% | +102.8% |
| 10Y | +291.1% | +508.8% | -217.6% | +221.4% |
| All | +291.1% | +516.1% | -224.9% | +221.4% |
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