+56.6%
EWZ vs AVAV
+7.1%
+49.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.8% | +8.3% | -0.9% |
| 7D | -4.2% | -24.3% | +20.2% | -2.6% |
| 30D | -26.1% | -28.9% | +2.7% | -24.7% |
| 3M | -12.0% | -39.3% | +27.2% | -9.6% |
| 6M | -19.3% | -38.8% | +19.5% | -17.5% |
| YTD | +0.9% | -57.8% | +58.7% | +4.7% |
| 1Y | +3.4% | -70.9% | +74.3% | +9.9% |
| 3Y | +18.6% | -14.8% | +33.4% | +13.2% |
| 5Y | +56.6% | +7.3% | +49.3% | +58.9% |
| All | +56.6% | +7.1% | +49.5% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling