+109.6%
EEM vs AVAV
+423.1%
-313.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.6% | -9.7% | +1.5% |
| 7D | -0.1% | +3.2% | -3.3% | -0.6% |
| 30D | -8.6% | -7.4% | -1.2% | -8.1% |
| 3M | -7.0% | -32.0% | +25.0% | -3.5% |
| 6M | -9.7% | -24.6% | +14.9% | -8.3% |
| YTD | +12.1% | -47.5% | +59.6% | +16.9% |
| 1Y | +14.1% | -61.5% | +75.6% | +22.9% |
| 3Y | +72.1% | +5.5% | +66.7% | +58.2% |
| 5Y | +34.1% | +35.7% | -1.7% | +15.1% |
| 10Y | +109.6% | +379.1% | -269.5% | +60.0% |
| All | +109.6% | +423.1% | -313.5% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling