-9.9%
EFX vs AVAV
+24.2%
-34.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.6% | -6.2% |
| 7D | -8.6% | -2.2% | -6.4% | -8.5% |
| 30D | +0.1% | -13.9% | +14.0% | +1.1% |
| 3M | +3.8% | -29.2% | +33.1% | +6.1% |
| 6M | -13.5% | -36.1% | +22.6% | -11.3% |
| YTD | -17.7% | -40.2% | +22.5% | -15.6% |
| 1Y | -25.6% | -36.2% | +10.6% | -25.0% |
| All | -9.9% | +24.2% | -34.1% | -18.9% |
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 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