+126.0%
EWJ vs AVAV
+423.1%
-297.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.6% | -8.9% | +2.4% |
| 7D | -1.5% | +3.2% | -4.6% | -1.9% |
| 30D | -6.5% | -7.4% | +0.9% | -6.0% |
| 3M | -5.6% | -32.0% | +26.4% | -2.3% |
| 6M | -0.3% | -24.6% | +24.3% | +1.2% |
| YTD | +13.9% | -47.5% | +61.4% | +18.5% |
| 1Y | +14.6% | -61.5% | +76.0% | +22.9% |
| 3Y | +66.6% | +5.5% | +61.2% | +55.1% |
| 5Y | +47.7% | +35.7% | +11.9% | +29.9% |
| 10Y | +126.0% | +379.1% | -253.1% | +74.6% |
| All | +126.0% | +423.1% | -297.1% | +74.6% |
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