+2,160.7%
EME vs AVAV
+351.0%
+1,809.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.5% | -8.3% | -0.2% |
| 7D | -10.5% | -10.6% | +0.1% | -8.1% |
| 30D | -22.4% | -18.8% | -3.6% | -18.8% |
| 3M | -24.7% | -34.1% | +9.4% | -17.8% |
| 6M | -35.5% | -35.3% | -0.1% | -30.9% |
| YTD | -0.3% | -53.4% | +53.1% | +11.7% |
| 1Y | -6.7% | -65.6% | +58.9% | +12.0% |
| 3Y | +190.6% | -5.1% | +195.7% | +157.2% |
| 5Y | +367.3% | +18.5% | +348.7% | +263.8% |
| 10Y | +954.5% | +369.8% | +584.6% | +392.2% |
| All | +2,160.7% | +351.0% | +1,809.6% | +804.2% |
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