+153.9%
EFA vs AVAV
+407.8%
-254.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.6% | -9.6% | +1.3% |
| 7D | +1.2% | +3.2% | -1.9% | +0.5% |
| 30D | +1.5% | -7.4% | +8.9% | +2.2% |
| 3M | -3.3% | -32.0% | +28.7% | +1.3% |
| 6M | +2.6% | -24.6% | +27.1% | +4.4% |
| YTD | +11.0% | -47.5% | +58.5% | +17.0% |
| 1Y | +15.1% | -61.5% | +76.6% | +26.5% |
| 3Y | +67.6% | +5.5% | +62.2% | +50.3% |
| 5Y | +50.5% | +35.7% | +14.8% | +23.8% |
| 10Y | +144.8% | +379.1% | -234.3% | +45.5% |
| All | +153.9% | +407.8% | -254.0% | +30.6% |
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