+371.2%
AVAV vs EFV
+135.3%
+235.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +11.9% | +11.4% |
| 7D | -10.6% | -0.7% | -9.9% | -10.4% |
| 30D | -18.8% | +0.9% | -19.7% | -19.4% |
| 3M | -34.1% | -3.6% | -30.6% | -32.6% |
| 6M | -35.3% | +2.5% | -37.9% | -36.3% |
| YTD | -53.4% | +13.2% | -66.6% | -56.8% |
| 1Y | -65.6% | +20.3% | -86.0% | -69.4% |
| 3Y | -5.1% | +84.9% | -90.0% | -35.7% |
| 5Y | +18.5% | +87.7% | -69.2% | -21.1% |
| 10Y | +369.8% | +160.7% | +209.1% | +160.3% |
| All | +371.2% | +135.3% | +235.9% | +184.4% |
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 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