+18.1%
EW vs AVAV
-68.0%
+86.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -8.3% | +12.7% | +4.7% |
| 7D | +8.3% | -10.1% | +18.4% | +8.7% |
| 30D | +13.9% | -18.7% | +32.6% | +14.8% |
| 3M | +10.9% | -33.0% | +43.9% | +12.6% |
| 6M | +19.2% | -37.2% | +56.4% | +21.1% |
| YTD | +16.6% | -53.2% | +69.8% | +18.3% |
| 1Y | +18.1% | -69.0% | +87.1% | +23.7% |
| All | +18.1% | -68.0% | +86.1% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling