+35.3%
EMB vs AVAV
+358.8%
-323.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.5% |
| 7D | +0.5% | 0.0% | +0.5% | +0.4% |
| 30D | +0.9% | -9.9% | +10.8% | +1.2% |
| 3M | -2.1% | -34.7% | +32.6% | -0.6% |
| 6M | -2.2% | -26.6% | +24.4% | -1.6% |
| YTD | -0.6% | -48.9% | +48.3% | +1.0% |
| 1Y | +0.2% | -63.0% | +63.2% | +3.2% |
| 3Y | +29.5% | +1.6% | +28.0% | +25.2% |
| 5Y | +8.0% | +34.5% | -26.5% | +1.7% |
| 10Y | +35.3% | +359.3% | -323.9% | +24.8% |
| All | +35.3% | +358.8% | -323.4% | +24.8% |
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