+21.6%
EW vs AVAV
-43.9%
+65.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.8% | +11.3% | +1.9% |
| 7D | +6.8% | -24.3% | +31.1% | +8.2% |
| 30D | +16.6% | -28.9% | +45.5% | +18.4% |
| 3M | +13.3% | -39.3% | +52.6% | +16.2% |
| 6M | +21.6% | -38.8% | +60.4% | +25.4% |
| All | +21.6% | -43.9% | +65.5% | +25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling