+125.9%
EWJ vs AVAV
+315.4%
-189.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +0.6% |
| 7D | +4.0% | +4.2% | -0.3% | +3.5% |
| 30D | -4.3% | -2.6% | -1.7% | -4.2% |
| 3M | -6.8% | -38.0% | +31.1% | -2.6% |
| 6M | -0.9% | -27.0% | +26.1% | +0.9% |
| YTD | +14.3% | -51.4% | +65.7% | +19.8% |
| 1Y | +15.3% | -60.2% | +75.5% | +23.3% |
| 3Y | +65.6% | -6.7% | +72.3% | +56.2% |
| 5Y | +47.5% | +28.3% | +19.1% | +30.4% |
| All | +125.9% | +315.4% | -189.5% | +75.4% |
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