+32.2%
EEM vs AVAV
+28.1%
+4.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | -0.1% |
| 7D | +2.7% | +4.2% | -1.5% | +2.3% |
| 30D | -5.4% | -2.6% | -2.8% | -5.4% |
| 3M | -8.6% | -38.0% | +29.3% | -5.5% |
| 6M | -8.9% | -27.0% | +18.1% | -7.6% |
| YTD | +11.9% | -51.4% | +63.3% | +15.9% |
| 1Y | +13.1% | -60.2% | +73.3% | +18.8% |
| 3Y | +70.7% | -6.7% | +77.3% | +63.4% |
| All | +32.2% | +28.1% | +4.1% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling