+308.8%
EWY vs AVAV
+478.0%
-169.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.8% | +1.2% |
| 7D | +6.7% | -3.2% | +9.8% | +7.1% |
| 30D | +17.0% | -25.6% | +42.5% | +21.4% |
| 3M | +3.7% | -20.2% | +23.9% | +5.9% |
| 6M | +42.5% | -38.1% | +80.5% | +49.5% |
| YTD | +96.2% | -41.8% | +138.0% | +105.1% |
| 1Y | +160.4% | -39.0% | +199.4% | +168.9% |
| 3Y | +231.7% | +24.1% | +207.6% | +201.2% |
| 5Y | +153.3% | +53.0% | +100.2% | +115.5% |
| 10Y | +308.8% | +493.8% | -185.0% | +196.3% |
| All | +308.8% | +478.0% | -169.2% | +196.3% |
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