+411.5%
ETR vs AVAV
+478.6%
-67.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.3% |
| 7D | +1.4% | -2.2% | +3.7% | +1.6% |
| 30D | +1.0% | -13.9% | +14.9% | +2.2% |
| 3M | -1.3% | -29.2% | +28.0% | +1.1% |
| 6M | +1.9% | -36.1% | +38.0% | +4.7% |
| YTD | +18.2% | -40.2% | +58.4% | +21.0% |
| 1Y | +24.7% | -36.2% | +60.9% | +26.2% |
| 3Y | +150.7% | +47.5% | +103.2% | +124.5% |
| 5Y | +127.0% | +39.3% | +87.8% | +99.5% |
| 10Y | +295.5% | +482.6% | -187.1% | +174.4% |
| All | +411.5% | +478.6% | -67.1% | +211.3% |
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