+2,333.3%
EW vs AVAV
+308.3%
+2,025.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.8% | +11.3% | +2.7% |
| 7D | +6.8% | -24.3% | +31.1% | +10.5% |
| 30D | +16.6% | -28.9% | +45.5% | +21.5% |
| 3M | +13.3% | -39.3% | +52.6% | +20.2% |
| 6M | +21.6% | -38.8% | +60.4% | +27.2% |
| YTD | +18.3% | -57.8% | +76.1% | +27.6% |
| 1Y | +21.7% | -70.9% | +92.6% | +38.0% |
| 3Y | +50.3% | -14.8% | +65.1% | +38.5% |
| 5Y | -15.0% | +7.3% | -22.3% | -26.9% |
| 10Y | +237.5% | +325.3% | -87.9% | +123.2% |
| All | +2,333.3% | +308.3% | +2,025.0% | +1,328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling