+206.0%
IEFA vs AVAV
+446.3%
-240.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -1.1% | +9.9% | -10.9% | -2.2% |
| 30D | +1.3% | -5.4% | +6.7% | +1.6% |
| 3M | -3.2% | -36.5% | +33.4% | +1.2% |
| 6M | +2.0% | -25.3% | +27.3% | +3.6% |
| YTD | +10.7% | -48.6% | +59.3% | +15.6% |
| 1Y | +13.0% | -62.1% | +75.0% | +21.9% |
| 3Y | +67.1% | +2.3% | +64.8% | +54.0% |
| 5Y | +49.4% | +35.4% | +14.0% | +28.4% |
| 10Y | +148.2% | +345.1% | -196.9% | +71.5% |
| All | +206.0% | +446.3% | -240.3% | +101.5% |
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 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