+29.8%
EEM vs AVAV
+18.1%
+11.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.5% | -8.3% | +1.4% |
| 7D | -2.8% | -10.6% | +7.8% | -2.0% |
| 30D | -11.9% | -18.8% | +6.9% | -10.6% |
| 3M | -8.8% | -34.1% | +25.4% | -6.1% |
| 6M | -11.6% | -35.3% | +23.7% | -9.5% |
| YTD | +9.0% | -53.4% | +62.4% | +13.3% |
| 1Y | +10.6% | -65.6% | +76.2% | +17.5% |
| 3Y | +64.4% | -5.1% | +69.4% | +57.2% |
| All | +29.8% | +18.1% | +11.7% | +16.9% |
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