+2,700.5%
EME vs AVAV
+478.6%
+2,221.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.1% |
| 7D | +1.9% | -2.2% | +4.1% | +2.4% |
| 30D | -8.3% | -13.9% | +5.7% | -5.4% |
| 3M | -10.7% | -29.2% | +18.5% | -5.2% |
| 6M | +1.9% | -36.1% | +38.0% | +9.3% |
| YTD | +23.5% | -40.2% | +63.7% | +31.2% |
| 1Y | +18.0% | -36.2% | +54.2% | +22.5% |
| 3Y | +236.1% | +47.5% | +188.6% | +166.7% |
| 5Y | +527.9% | +39.3% | +488.6% | +373.4% |
| 10Y | +1,252.8% | +482.6% | +770.2% | +504.4% |
| All | +2,700.5% | +478.6% | +2,221.9% | +962.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling