+242.9%
EW vs AVAV
+357.1%
-114.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.3% |
| 7D | +9.3% | 0.0% | +9.3% | +8.9% |
| 30D | +22.1% | -9.9% | +32.0% | +23.2% |
| 3M | +13.0% | -34.7% | +47.7% | +18.5% |
| 6M | +30.1% | -26.6% | +56.7% | +32.7% |
| YTD | +22.0% | -48.9% | +70.9% | +28.0% |
| 1Y | +23.7% | -63.0% | +86.7% | +35.5% |
| 3Y | +62.0% | +1.6% | +60.4% | +43.5% |
| 5Y | -12.4% | +34.5% | -46.9% | -28.8% |
| All | +242.9% | +357.1% | -114.2% | +132.2% |
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