+435.1%
EWY vs AVAV
+478.6%
-43.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.9% |
| 7D | +4.8% | -2.2% | +7.0% | +5.2% |
| 30D | +11.7% | -13.9% | +25.6% | +14.4% |
| 3M | -7.4% | -29.2% | +21.8% | -2.4% |
| 6M | +40.6% | -36.1% | +76.7% | +49.5% |
| YTD | +94.3% | -40.2% | +134.5% | +105.4% |
| 1Y | +164.3% | -36.2% | +200.5% | +173.4% |
| 3Y | +221.0% | +47.5% | +173.5% | +166.5% |
| 5Y | +139.1% | +39.3% | +99.8% | +90.7% |
| 10Y | +298.8% | +482.6% | -183.8% | +101.9% |
| All | +435.1% | +478.6% | -43.5% | +120.9% |
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