-12.4%
EW vs AVAV
+32.4%
-44.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.4% |
| 7D | +9.3% | 0.0% | +9.3% | +9.0% |
| 30D | +22.1% | -9.9% | +32.0% | +23.0% |
| 3M | +13.0% | -34.7% | +47.7% | +17.4% |
| 6M | +30.1% | -26.6% | +56.7% | +32.3% |
| YTD | +22.0% | -48.9% | +70.9% | +26.8% |
| 1Y | +23.7% | -63.0% | +86.7% | +33.5% |
| 3Y | +62.0% | +1.6% | +60.4% | +41.0% |
| 5Y | -12.4% | +34.5% | -46.9% | -33.9% |
| All | -12.4% | +32.4% | -44.8% | -33.9% |
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