+69.1%
EFX vs AVAV
+423.1%
-354.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.6% | -13.3% | -2.2% |
| 7D | -2.2% | +3.2% | -5.3% | -2.9% |
| 30D | +29.2% | -7.4% | +36.6% | +29.8% |
| 3M | +3.5% | -32.0% | +35.5% | +8.0% |
| 6M | +7.8% | -24.6% | +32.3% | +9.4% |
| YTD | -12.4% | -47.5% | +35.1% | -8.1% |
| 1Y | -8.2% | -61.5% | +53.2% | +0.4% |
| 3Y | +4.7% | +5.5% | -0.8% | -6.9% |
| 5Y | -32.0% | +35.7% | -67.8% | -44.1% |
| 10Y | +69.1% | +379.1% | -310.0% | +19.9% |
| All | +69.1% | +423.1% | -354.1% | +19.9% |
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