+52.2%
EW vs AVAV
-5.8%
+58.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.5% | -9.2% | +0.9% |
| 7D | +11.0% | -10.6% | +21.6% | +11.5% |
| 30D | +19.1% | -18.8% | +37.9% | +20.1% |
| 3M | +14.4% | -34.1% | +48.5% | +16.3% |
| 6M | +22.8% | -35.3% | +58.1% | +24.6% |
| YTD | +19.8% | -53.4% | +73.2% | +22.4% |
| 1Y | +23.9% | -65.6% | +89.5% | +28.4% |
| 3Y | +52.2% | -5.1% | +57.3% | +39.0% |
| All | +52.2% | -5.8% | +58.0% | +39.0% |
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