+574.3%
EWT vs AVAV
+351.0%
+223.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +10.5% | -6.5% | +2.4% |
| 7D | -11.7% | -10.6% | -1.2% | -10.3% |
| 30D | -23.2% | -18.8% | -4.4% | -21.0% |
| 3M | -12.5% | -34.1% | +21.6% | -7.5% |
| 6M | -5.9% | -35.3% | +29.4% | -1.4% |
| YTD | +40.5% | -53.4% | +93.9% | +51.4% |
| 1Y | +43.7% | -65.6% | +109.4% | +61.6% |
| 3Y | +136.6% | -5.1% | +141.7% | +118.7% |
| 5Y | +105.1% | +18.5% | +86.6% | +75.4% |
| 10Y | +387.0% | +369.8% | +17.1% | +196.1% |
| All | +574.3% | +351.0% | +223.2% | +253.2% |
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