+40.2%
EFX vs AVAV
+516.1%
-475.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -5.9% | -3.4% |
| 7D | -7.8% | +3.2% | -11.0% | -8.2% |
| 30D | -5.7% | -20.3% | +14.6% | -3.0% |
| 3M | +2.5% | -19.4% | +22.0% | +4.4% |
| 6M | -16.7% | -35.3% | +18.6% | -13.2% |
| YTD | -20.2% | -38.5% | +18.3% | -17.4% |
| 1Y | -31.4% | -37.2% | +5.8% | -30.1% |
| 3Y | -10.5% | +31.1% | -41.6% | -22.4% |
| 5Y | -35.2% | +41.0% | -76.2% | -46.5% |
| 10Y | +40.2% | +508.8% | -468.6% | -4.6% |
| All | +40.2% | +516.1% | -475.9% | -4.6% |
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 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