+144.4%
EFA vs AVAV
+478.0%
-333.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.6% |
| 7D | -0.5% | -3.2% | +2.7% | -0.2% |
| 30D | -1.3% | -25.6% | +24.2% | +1.6% |
| 3M | +5.2% | -20.2% | +25.4% | +6.8% |
| 6M | +9.4% | -38.1% | +47.4% | +13.4% |
| YTD | +12.7% | -41.8% | +54.5% | +16.5% |
| 1Y | +19.3% | -39.0% | +58.3% | +21.7% |
| 3Y | +66.3% | +24.1% | +42.3% | +50.5% |
| 5Y | +53.4% | +53.0% | +0.3% | +31.0% |
| 10Y | +144.4% | +493.8% | -349.4% | +71.4% |
| All | +144.4% | +478.0% | -333.6% | +71.4% |
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