+4.8%
EFX vs AVAV
-3.9%
+8.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +0.9% |
| 7D | -0.8% | +4.2% | -5.0% | -1.1% |
| 30D | +25.1% | -2.6% | +27.7% | +25.0% |
| 3M | +1.7% | -38.0% | +39.6% | +4.9% |
| 6M | +18.4% | -27.0% | +45.4% | +19.6% |
| YTD | -12.5% | -51.4% | +38.9% | -9.2% |
| 1Y | -8.1% | -60.2% | +52.1% | -3.1% |
| 3Y | +4.8% | -6.7% | +11.4% | -1.2% |
| All | +4.8% | -3.9% | +8.6% | -1.2% |
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