+7.5%
EMB vs AVAV
+28.1%
-20.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.1% |
| 7D | -0.9% | +4.2% | -5.1% | -1.1% |
| 30D | +0.4% | -2.6% | +2.9% | +0.3% |
| 3M | -3.1% | -38.0% | +34.8% | -1.7% |
| 6M | -2.1% | -27.0% | +24.9% | -1.5% |
| YTD | -1.1% | -51.4% | +50.3% | +0.5% |
| 1Y | -0.1% | -60.2% | +60.2% | +2.3% |
| 3Y | +29.6% | -6.7% | +36.2% | +25.0% |
| All | +7.5% | +28.1% | -20.6% | +0.7% |
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 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