+67.0%
EWZ vs AVAV
+360.4%
-293.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +0.6% | +9.9% | -9.3% | -0.8% |
| 30D | -25.5% | -5.4% | -20.1% | -25.3% |
| 3M | -4.5% | -36.5% | +32.0% | +0.4% |
| 6M | -15.3% | -25.3% | +10.0% | -13.9% |
| YTD | +3.1% | -48.6% | +51.7% | +8.1% |
| 1Y | +1.2% | -62.1% | +63.3% | +10.5% |
| 3Y | +19.3% | +2.3% | +17.0% | +6.1% |
| 5Y | +52.3% | +35.4% | +16.9% | +23.1% |
| 10Y | +67.0% | +345.1% | -278.1% | +12.2% |
| All | +67.0% | +360.4% | -293.4% | +12.2% |
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