-5.1%
AVAV vs EFV
+84.2%
-89.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +11.9% | +11.7% |
| 7D | -10.6% | -0.7% | -9.9% | -10.3% |
| 30D | -18.8% | +0.9% | -19.7% | -19.7% |
| 3M | -34.1% | -3.6% | -30.6% | -31.9% |
| 6M | -35.3% | +2.5% | -37.9% | -36.9% |
| YTD | -53.4% | +13.2% | -66.6% | -58.2% |
| 1Y | -65.6% | +20.3% | -86.0% | -70.7% |
| 3Y | -5.1% | +84.9% | -90.0% | -45.0% |
| All | -5.1% | +84.2% | -89.3% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling