+138.5%
EWJ vs AVAV
+516.1%
-377.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | +2.9% | +3.2% | -0.3% | +2.5% |
| 30D | +1.1% | -20.3% | +21.4% | +3.3% |
| 3M | +7.1% | -19.4% | +26.6% | +8.7% |
| 6M | +16.2% | -35.3% | +51.4% | +19.9% |
| YTD | +22.0% | -38.5% | +60.5% | +25.4% |
| 1Y | +26.2% | -37.2% | +63.4% | +28.6% |
| 3Y | +73.5% | +31.1% | +42.3% | +58.2% |
| 5Y | +52.7% | +41.0% | +11.7% | +34.4% |
| 10Y | +138.5% | +508.8% | -370.3% | +73.7% |
| All | +138.5% | +516.1% | -377.6% | +73.7% |
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 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