-62.0%
AVAV vs EFV
+22.1%
-84.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.7% | +9.9% | +9.4% |
| 7D | +3.2% | +1.7% | +1.4% | +1.1% |
| 30D | -7.4% | +3.4% | -10.8% | -11.0% |
| 3M | -32.0% | -1.7% | -30.3% | -30.5% |
| 6M | -24.6% | +6.4% | -31.0% | -30.1% |
| YTD | -47.5% | +16.3% | -63.8% | -57.8% |
| All | -62.0% | +22.1% | -84.1% | -70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling