+615.4%
EWT vs AVAV
+394.0%
+221.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.6% |
| 7D | -3.7% | 0.0% | -3.6% | -3.7% |
| 30D | -17.2% | -9.9% | -7.2% | -16.0% |
| 3M | -7.3% | -34.7% | +27.4% | -1.9% |
| 6M | -1.5% | -26.6% | +25.1% | +1.3% |
| YTD | +49.0% | -48.9% | +98.0% | +58.4% |
| 1Y | +50.6% | -63.0% | +113.6% | +67.5% |
| 3Y | +148.9% | +1.6% | +147.3% | +127.8% |
| 5Y | +116.1% | +34.5% | +81.6% | +81.2% |
| 10Y | +427.8% | +359.3% | +68.6% | +224.3% |
| All | +615.4% | +394.0% | +221.4% | +269.8% |
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