+144.1%
EFA vs AVAV
+358.8%
-214.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.3% |
| 7D | +1.2% | 0.0% | +1.3% | +1.0% |
| 30D | +0.9% | -9.9% | +10.9% | +1.7% |
| 3M | -3.4% | -34.7% | +31.3% | +0.5% |
| 6M | +2.0% | -26.6% | +28.6% | +3.7% |
| YTD | +10.4% | -48.9% | +59.3% | +15.2% |
| 1Y | +13.3% | -63.0% | +76.3% | +22.1% |
| 3Y | +65.9% | +1.6% | +64.4% | +53.2% |
| 5Y | +51.5% | +34.5% | +17.0% | +30.8% |
| 10Y | +144.1% | +359.3% | -215.2% | +83.8% |
| All | +144.1% | +358.8% | -214.7% | +83.8% |
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