-26.3%
EW vs AVAV
+39.7%
-66.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | +1.0% | -13.9% | +15.0% | +2.5% |
| 3M | +2.8% | -29.2% | +32.0% | +5.8% |
| 6M | +5.5% | -36.1% | +41.6% | +9.1% |
| YTD | +5.5% | -40.2% | +45.7% | +8.3% |
| 1Y | +11.0% | -36.2% | +47.3% | +11.6% |
| 3Y | +17.7% | +47.5% | -29.8% | -3.1% |
| All | -26.3% | +39.7% | -66.0% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling