+62.0%
EW vs AVAV
+2.7%
+59.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.6% | -10.1% | +2.0% |
| 7D | +12.3% | +3.2% | +9.1% | +12.0% |
| 30D | +22.9% | -7.4% | +30.3% | +23.1% |
| 3M | +16.7% | -32.0% | +48.7% | +18.6% |
| 6M | +31.0% | -24.6% | +55.5% | +31.9% |
| YTD | +22.8% | -47.5% | +70.3% | +24.8% |
| 1Y | +25.6% | -61.5% | +87.1% | +29.4% |
| 3Y | +62.0% | +5.5% | +56.5% | +53.1% |
| All | +62.0% | +2.7% | +59.2% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling