+19.6%
AVAV vs EFV
+87.6%
-68.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +11.9% | +11.6% |
| 7D | -10.6% | -0.7% | -9.9% | -10.4% |
| 30D | -18.8% | +0.9% | -19.7% | -19.5% |
| 3M | -34.1% | -3.6% | -30.6% | -32.3% |
| 6M | -35.3% | +2.5% | -37.9% | -36.6% |
| YTD | -53.4% | +13.2% | -66.6% | -57.5% |
| 1Y | -65.6% | +20.3% | -86.0% | -70.0% |
| 3Y | -5.1% | +84.9% | -90.0% | -39.6% |
| All | +19.6% | +87.6% | -68.0% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling