+914.2%
EME vs AVAV
+358.8%
+555.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.6% |
| 7D | -8.8% | 0.0% | -8.7% | -8.8% |
| 30D | -18.2% | -9.9% | -8.3% | -16.7% |
| 3M | -20.2% | -34.7% | +14.5% | -14.1% |
| 6M | -29.9% | -26.6% | -3.3% | -27.6% |
| YTD | +5.7% | -48.9% | +54.7% | +14.2% |
| 1Y | -1.5% | -63.0% | +61.6% | +13.2% |
| 3Y | +208.4% | +1.6% | +206.9% | +176.8% |
| 5Y | +401.9% | +34.5% | +367.4% | +302.3% |
| 10Y | +914.2% | +359.3% | +554.9% | +464.0% |
| All | +914.2% | +358.8% | +555.5% | +464.0% |
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