+747.6%
EWT vs AVAV
+478.6%
+269.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +4.0% | -2.2% | +6.2% | +4.3% |
| 30D | +10.3% | -13.9% | +24.2% | +12.5% |
| 3M | +6.1% | -29.2% | +35.3% | +10.5% |
| 6M | +56.6% | -36.1% | +92.8% | +64.2% |
| YTD | +76.6% | -40.2% | +116.8% | +84.1% |
| 1Y | +97.9% | -36.2% | +134.1% | +102.7% |
| 3Y | +198.0% | +47.5% | +150.5% | +157.3% |
| 5Y | +151.8% | +39.3% | +112.5% | +110.8% |
| 10Y | +514.1% | +482.6% | +31.6% | +263.5% |
| All | +747.6% | +478.6% | +269.0% | +329.6% |
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 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