+271.2%
EW vs AVAV
+315.4%
-44.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.6% |
| 7D | +4.9% | +4.2% | +0.7% | +4.3% |
| 30D | +23.9% | -2.6% | +26.5% | +23.9% |
| 3M | +15.8% | -38.0% | +53.7% | +22.1% |
| 6M | +31.7% | -27.0% | +58.7% | +34.3% |
| YTD | +25.7% | -51.4% | +77.1% | +32.7% |
| 1Y | +24.4% | -60.2% | +84.7% | +34.8% |
| 3Y | +65.9% | -6.7% | +72.5% | +48.7% |
| 5Y | -7.6% | +28.3% | -35.9% | -24.6% |
| All | +271.2% | +315.4% | -44.2% | +150.1% |
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