-32.8%
EFX vs AVAV
+39.7%
-72.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.6% | -6.2% |
| 7D | -8.6% | -2.2% | -6.4% | -8.4% |
| 30D | +0.1% | -13.9% | +14.0% | +1.7% |
| 3M | +3.8% | -29.2% | +33.1% | +7.2% |
| 6M | -13.5% | -36.1% | +22.6% | -10.1% |
| YTD | -17.7% | -40.2% | +22.5% | -14.8% |
| 1Y | -25.6% | -36.2% | +10.6% | -24.7% |
| 3Y | -12.1% | +47.5% | -59.6% | -27.4% |
| All | -32.8% | +39.7% | -72.5% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling