+141.1%
EWJ vs AVAV
+478.6%
-337.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +2.5% | -2.2% | +4.7% | +2.8% |
| 30D | +3.3% | -13.9% | +17.2% | +5.0% |
| 3M | +5.0% | -29.2% | +34.2% | +8.5% |
| 6M | +11.5% | -36.1% | +47.7% | +16.0% |
| YTD | +22.4% | -40.2% | +62.6% | +26.8% |
| 1Y | +30.2% | -36.2% | +66.4% | +32.8% |
| 3Y | +72.8% | +47.5% | +25.3% | +52.0% |
| 5Y | +54.1% | +39.3% | +14.9% | +32.2% |
| 10Y | +140.6% | +482.6% | -342.0% | +55.6% |
| All | +141.1% | +478.6% | -337.5% | +38.4% |
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 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