+877.5%
EME vs AVAV
+315.4%
+562.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | +8.4% | +4.2% | +4.1% | +7.5% |
| 30D | -11.5% | -2.6% | -8.9% | -11.2% |
| 3M | -20.6% | -38.0% | +17.3% | -13.7% |
| 6M | -28.5% | -27.0% | -1.5% | -26.1% |
| YTD | +8.0% | -51.4% | +59.4% | +17.7% |
| 1Y | +6.8% | -60.2% | +67.0% | +20.7% |
| 3Y | +213.9% | -6.7% | +220.6% | +186.6% |
| 5Y | +414.8% | +28.3% | +386.5% | +316.7% |
| All | +877.5% | +315.4% | +562.1% | +456.8% |
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