+31.1%
AVAV vs EFV
+92.7%
-61.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +3.5% |
| 7D | +3.2% | +1.0% | +2.2% | +2.3% |
| 30D | -20.3% | +0.2% | -20.5% | -20.5% |
| 3M | -19.4% | +9.6% | -29.1% | -25.8% |
| 6M | -35.3% | +14.0% | -49.3% | -42.4% |
| YTD | -38.5% | +18.5% | -56.9% | -46.7% |
| 1Y | -37.2% | +27.9% | -65.1% | -48.8% |
| 3Y | +31.1% | +92.4% | -61.3% | -23.4% |
| All | +31.1% | +92.7% | -61.6% | -23.4% |
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