+28.7%
EMB vs AVAV
+361.4%
-332.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -0.4% |
| 7D | -0.1% | -10.6% | +10.5% | +0.3% |
| 30D | +1.3% | -18.8% | +20.1% | +2.0% |
| 3M | -2.2% | -34.1% | +31.9% | -0.8% |
| 6M | -2.3% | -35.3% | +33.0% | -1.2% |
| YTD | -0.6% | -53.4% | +52.8% | +1.3% |
| 1Y | +0.5% | -65.6% | +66.1% | +3.7% |
| 3Y | +29.4% | -5.1% | +34.5% | +25.5% |
| 5Y | +6.5% | +18.5% | -12.0% | +1.0% |
| All | +28.7% | +361.4% | -332.7% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling