+451.6%
EWT vs AVAV
+327.1%
+124.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | -0.1% | -2.6% |
| 7D | +13.2% | +18.4% | -5.1% | +11.0% |
| 30D | -14.3% | -4.9% | -9.3% | -13.9% |
| 3M | -8.4% | -37.7% | +29.2% | -3.8% |
| 6M | +3.7% | -28.4% | +32.1% | +6.4% |
| YTD | +53.1% | -50.0% | +103.1% | +60.9% |
| 1Y | +55.5% | -62.6% | +118.1% | +68.6% |
| 3Y | +155.6% | -0.6% | +156.3% | +140.3% |
| 5Y | +119.3% | +31.9% | +87.4% | +93.7% |
| All | +451.6% | +327.1% | +124.4% | +337.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling