+18.1%
IEFA vs AVAV
-36.6%
+54.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.4% | -1.2% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -2.1% | -25.0% | +22.9% | -0.5% |
| 3M | +5.5% | -15.0% | +20.5% | +6.2% |
| 6M | +8.1% | -33.6% | +41.7% | +10.0% |
| YTD | +11.9% | -39.2% | +51.1% | +14.1% |
| 1Y | +18.1% | -40.5% | +58.5% | +19.6% |
| All | +18.1% | -36.6% | +54.7% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling