+54.3%
EWZ vs AVAV
+352.9%
-298.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +10.0% | +3.2% |
| 7D | -4.1% | -10.1% | +6.0% | -2.3% |
| 30D | -25.0% | -18.7% | -6.3% | -22.3% |
| 3M | -10.6% | -33.0% | +22.4% | -4.6% |
| 6M | -16.6% | -37.2% | +20.6% | -11.7% |
| YTD | +2.5% | -53.2% | +55.7% | +12.0% |
| 1Y | +8.1% | -69.0% | +77.1% | +27.8% |
| 3Y | +20.4% | -5.5% | +25.9% | +4.4% |
| 5Y | +62.7% | +20.1% | +42.6% | +24.4% |
| 10Y | +52.6% | +371.8% | -319.2% | -29.0% |
| All | +54.3% | +352.9% | -298.6% | -41.6% |
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