+235.5%
EW vs AVAV
+361.4%
-125.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.5% | -9.2% | 0.0% |
| 7D | +11.0% | -10.6% | +21.6% | +12.3% |
| 30D | +19.1% | -18.8% | +37.9% | +21.8% |
| 3M | +14.4% | -34.1% | +48.5% | +19.7% |
| 6M | +22.8% | -35.3% | +58.1% | +27.3% |
| YTD | +19.8% | -53.4% | +73.2% | +27.2% |
| 1Y | +23.9% | -65.6% | +89.5% | +36.9% |
| 3Y | +52.2% | -5.1% | +57.3% | +35.9% |
| 5Y | -13.9% | +18.5% | -32.4% | -28.7% |
| All | +235.5% | +361.4% | -125.9% | +137.8% |
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