+81.1%
EWZ vs AVAV
+479.1%
-398.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +6.5% | -2.2% | +8.7% | +6.8% |
| 30D | +4.8% | -13.9% | +18.8% | +6.6% |
| 3M | +9.9% | -29.2% | +39.1% | +13.6% |
| 6M | +1.9% | -36.1% | +38.1% | +6.1% |
| YTD | +20.3% | -40.2% | +60.5% | +24.5% |
| 1Y | +35.6% | -36.2% | +71.8% | +37.7% |
| 3Y | +43.4% | +47.5% | -4.1% | +20.7% |
| 5Y | +55.9% | +39.3% | +16.7% | +27.2% |
| All | +81.1% | +479.1% | -398.0% | +12.5% |
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