+493.8%
AVAV vs EFV
+162.1%
+331.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.6% |
| 7D | -3.2% | -0.5% | -2.6% | -2.7% |
| 30D | -25.6% | 0.0% | -25.6% | -25.5% |
| 3M | -20.2% | +8.4% | -28.7% | -25.6% |
| 6M | -38.1% | +12.3% | -50.4% | -43.9% |
| YTD | -41.8% | +17.4% | -59.2% | -49.1% |
| 1Y | -39.0% | +27.1% | -66.2% | -50.3% |
| 3Y | +24.1% | +90.7% | -66.6% | -29.4% |
| 5Y | +53.0% | +95.6% | -42.6% | -16.3% |
| 10Y | +493.8% | +165.3% | +328.6% | +152.1% |
| All | +493.8% | +162.1% | +331.7% | +152.1% |
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