+7.5%
EFX vs AVAV
-5.8%
+13.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.5% | -12.7% | -2.9% |
| 7D | +2.7% | -10.6% | +13.3% | +3.4% |
| 30D | +33.1% | -18.8% | +51.9% | +34.8% |
| 3M | +8.2% | -34.1% | +42.3% | +11.1% |
| 6M | +10.2% | -35.3% | +45.5% | +12.5% |
| YTD | -11.8% | -53.4% | +41.6% | -8.2% |
| 1Y | -6.1% | -65.6% | +59.6% | +0.2% |
| 3Y | +7.5% | -5.1% | +12.6% | -0.2% |
| All | +7.5% | -5.8% | +13.3% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling