+235.5%
EWY vs AVAV
+327.1%
-91.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.3% |
| 7D | +10.4% | +18.4% | -7.9% | +7.8% |
| 30D | -12.7% | -4.9% | -7.8% | -12.2% |
| 3M | -17.3% | -37.7% | +20.3% | -12.4% |
| 6M | -18.6% | -28.4% | +9.9% | -15.9% |
| YTD | +49.5% | -50.0% | +99.6% | +59.0% |
| 1Y | +55.0% | -62.6% | +117.6% | +70.5% |
| 3Y | +159.0% | -0.6% | +159.6% | +141.6% |
| 5Y | +102.5% | +31.9% | +70.6% | +75.0% |
| All | +235.5% | +327.1% | -91.6% | +153.0% |
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