+3.2%
EME vs AVAV
-63.2%
+66.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | +11.3% | +18.4% | -7.0% | +8.7% |
| 30D | -14.6% | -4.9% | -9.6% | -14.2% |
| 3M | -20.4% | -37.7% | +17.2% | -16.6% |
| 6M | -28.3% | -28.4% | +0.2% | -26.8% |
| YTD | +8.6% | -50.0% | +58.6% | +10.1% |
| 1Y | +3.2% | -62.6% | +65.9% | +12.1% |
| All | +3.2% | -63.2% | +66.4% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling