+162.1%
EFA vs AVAV
+478.6%
-316.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | +0.9% | -13.9% | +14.8% | +2.8% |
| 3M | +4.9% | -29.2% | +34.1% | +8.9% |
| 6M | +8.6% | -36.1% | +44.7% | +13.5% |
| YTD | +14.6% | -40.2% | +54.8% | +19.2% |
| 1Y | +22.6% | -36.2% | +58.8% | +25.1% |
| 3Y | +66.5% | +47.5% | +19.0% | +41.8% |
| 5Y | +54.5% | +39.3% | +15.3% | +27.6% |
| 10Y | +144.8% | +482.6% | -337.8% | +41.6% |
| All | +162.1% | +478.6% | -316.5% | +33.1% |
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 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