+89.7%
EWT vs AVAV
-40.1%
+129.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.8% |
| 7D | +2.1% | -3.2% | +5.3% | +2.4% |
| 30D | +9.4% | -25.6% | +34.9% | +12.6% |
| 3M | +10.9% | -20.2% | +31.1% | +12.5% |
| 6M | +57.9% | -38.1% | +96.0% | +62.4% |
| YTD | +75.9% | -41.8% | +117.7% | +79.0% |
| 1Y | +89.7% | -39.0% | +128.7% | +90.9% |
| All | +89.7% | -40.1% | +129.8% | +90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling