+125.6%
EMB vs AVAV
+365.0%
-239.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -0.3% |
| 7D | -0.1% | -10.6% | +10.5% | +0.2% |
| 30D | +1.3% | -18.8% | +20.1% | +1.9% |
| 3M | -2.7% | -34.1% | +31.4% | -1.5% |
| 6M | -2.8% | -35.3% | +32.5% | -1.9% |
| YTD | -1.1% | -53.4% | +52.3% | +0.5% |
| 1Y | 0.0% | -65.6% | +65.6% | +2.6% |
| 3Y | +28.8% | -5.1% | +33.9% | +26.1% |
| 5Y | +6.0% | +18.5% | -12.6% | +2.1% |
| 10Y | +29.1% | +369.8% | -340.7% | +18.7% |
| All | +125.6% | +365.0% | -239.4% | +106.5% |
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