+430.5%
AVAV vs EFV
+141.7%
+288.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.7% | +9.9% | +10.8% |
| 7D | +3.2% | +1.7% | +1.4% | +1.9% |
| 30D | -7.4% | +3.4% | -10.8% | -9.4% |
| 3M | -32.0% | -1.7% | -30.3% | -31.3% |
| 6M | -24.6% | +6.4% | -31.0% | -27.4% |
| YTD | -47.5% | +16.3% | -63.8% | -52.1% |
| 1Y | -61.5% | +22.9% | -84.4% | -66.1% |
| 3Y | +5.5% | +92.8% | -87.4% | -30.3% |
| 5Y | +35.7% | +93.5% | -57.7% | -11.2% |
| 10Y | +379.1% | +162.1% | +217.0% | +164.3% |
| All | +430.5% | +141.7% | +288.9% | +215.2% |
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