+504.5%
AVAV vs EFV
+147.9%
+356.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.2% | +1.5% | -3.7% | -3.1% |
| 30D | -13.9% | +1.7% | -15.7% | -14.8% |
| 3M | -29.2% | +8.6% | -37.9% | -32.8% |
| 6M | -36.1% | +11.7% | -47.8% | -40.4% |
| YTD | -40.2% | +19.3% | -59.5% | -46.3% |
| 1Y | -36.2% | +30.2% | -66.4% | -45.9% |
| 3Y | +47.5% | +91.6% | -44.1% | -2.3% |
| 5Y | +39.3% | +96.4% | -57.1% | -9.9% |
| 10Y | +482.6% | +166.5% | +316.1% | +218.0% |
| All | +504.5% | +147.9% | +356.6% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling