+131.1%
EEM vs AVAV
+351.0%
-220.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.5% | -8.3% | +0.4% |
| 7D | -2.8% | -10.6% | +7.8% | -1.1% |
| 30D | -11.9% | -18.8% | +6.9% | -9.0% |
| 3M | -8.8% | -34.1% | +25.4% | -2.8% |
| 6M | -11.6% | -35.3% | +23.7% | -7.0% |
| YTD | +9.0% | -53.4% | +62.4% | +18.6% |
| 1Y | +10.6% | -65.6% | +76.2% | +26.6% |
| 3Y | +64.4% | -5.1% | +69.4% | +46.2% |
| 5Y | +31.0% | +18.5% | +12.5% | +5.0% |
| 10Y | +105.6% | +369.8% | -264.2% | +3.5% |
| All | +131.1% | +351.0% | -220.0% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling