+556.6%
EME vs AVAV
+44.7%
+511.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.3% | +2.1% |
| 7D | +5.2% | +3.2% | +2.0% | +4.7% |
| 30D | -5.4% | -20.3% | +15.0% | -2.4% |
| 3M | -6.1% | -19.4% | +13.3% | -4.2% |
| 6M | +9.7% | -35.3% | +44.9% | +14.7% |
| YTD | +26.6% | -38.5% | +65.1% | +31.2% |
| 1Y | +24.6% | -37.2% | +61.8% | +28.9% |
| 3Y | +249.6% | +31.1% | +218.5% | +218.4% |
| 5Y | +556.6% | +41.0% | +515.5% | +490.7% |
| All | +556.6% | +44.7% | +511.8% | +490.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling