+134.8%
EWY vs AVAV
-5.8%
+140.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.5% | -6.4% | +2.7% |
| 7D | -10.4% | -10.6% | +0.2% | -9.1% |
| 30D | -25.4% | -18.8% | -6.6% | -23.5% |
| 3M | -16.5% | -34.1% | +17.6% | -12.6% |
| 6M | -24.7% | -35.3% | +10.6% | -21.5% |
| YTD | +40.9% | -53.4% | +94.3% | +50.0% |
| 1Y | +49.8% | -65.6% | +115.5% | +63.8% |
| 3Y | +134.8% | -5.1% | +139.9% | +129.1% |
| All | +134.8% | -5.8% | +140.6% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling