+68.8%
IEFA vs AVAV
+31.0%
+37.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -0.8% |
| 7D | +1.2% | +3.2% | -2.0% | +0.9% |
| 30D | -0.6% | -20.3% | +19.7% | +0.9% |
| 3M | +6.2% | -19.4% | +25.7% | +7.3% |
| 6M | +11.2% | -35.3% | +46.4% | +13.6% |
| YTD | +14.2% | -38.5% | +52.7% | +16.3% |
| 1Y | +20.0% | -37.2% | +57.2% | +21.5% |
| 3Y | +68.8% | +31.1% | +37.7% | +59.9% |
| All | +68.8% | +31.0% | +37.8% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling