+124.4%
EWJ vs AVAV
+407.8%
-283.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.6% | -8.9% | +2.1% |
| 7D | -1.5% | +3.2% | -4.6% | -2.0% |
| 30D | -6.5% | -7.4% | +0.9% | -5.9% |
| 3M | -5.6% | -32.0% | +26.4% | -1.6% |
| 6M | -0.3% | -24.6% | +24.3% | +1.4% |
| YTD | +13.9% | -47.5% | +61.4% | +19.4% |
| 1Y | +14.6% | -61.5% | +76.0% | +24.6% |
| 3Y | +66.6% | +5.5% | +61.2% | +53.1% |
| 5Y | +47.7% | +35.7% | +11.9% | +26.5% |
| 10Y | +126.0% | +379.1% | -253.1% | +49.6% |
| All | +124.4% | +407.8% | -283.5% | +30.3% |
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