+1,306.4%
EME vs AVAV
+478.0%
+828.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +2.9% | -1.4% |
| 7D | +2.7% | -3.2% | +5.9% | +3.3% |
| 30D | -6.8% | -25.6% | +18.8% | -1.7% |
| 3M | -8.8% | -20.2% | +11.4% | -6.3% |
| 6M | +5.0% | -38.1% | +43.0% | +12.0% |
| YTD | +23.5% | -41.8% | +65.3% | +30.7% |
| 1Y | +21.3% | -39.0% | +60.4% | +26.7% |
| 3Y | +241.1% | +24.1% | +217.0% | +194.2% |
| 5Y | +549.2% | +53.0% | +496.1% | +407.2% |
| 10Y | +1,306.4% | +493.8% | +812.6% | +577.9% |
| All | +1,306.4% | +478.0% | +828.4% | +577.9% |
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