+471.3%
EFX vs AVAV
+351.0%
+120.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.5% | -12.7% | -3.7% |
| 7D | +2.7% | -10.6% | +13.3% | +4.1% |
| 30D | +33.1% | -18.8% | +51.9% | +36.6% |
| 3M | +8.2% | -34.1% | +42.3% | +14.1% |
| 6M | +10.2% | -35.3% | +45.5% | +14.7% |
| YTD | -11.8% | -53.4% | +41.6% | -5.2% |
| 1Y | -6.1% | -65.6% | +59.6% | +5.5% |
| 3Y | +7.5% | -5.1% | +12.6% | -3.1% |
| 5Y | -30.7% | +18.5% | -49.2% | -42.0% |
| 10Y | +68.7% | +369.8% | -301.1% | +2.2% |
| All | +471.3% | +351.0% | +120.3% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling