+359.3%
AVAV vs EFV
+159.5%
+199.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.4% |
| 7D | 0.0% | +2.1% | -2.2% | -2.0% |
| 30D | -9.9% | +3.1% | -13.0% | -12.3% |
| 3M | -34.7% | -1.3% | -33.4% | -34.0% |
| 6M | -26.6% | +6.0% | -32.6% | -30.1% |
| YTD | -48.9% | +15.8% | -64.8% | -54.8% |
| 1Y | -63.0% | +21.1% | -84.1% | -68.5% |
| 3Y | +1.6% | +91.0% | -89.4% | -42.0% |
| 5Y | +34.5% | +94.3% | -59.8% | -25.7% |
| 10Y | +359.3% | +160.4% | +198.9% | +125.9% |
| All | +359.3% | +159.5% | +199.8% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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