+217.5%
IEFA vs AVAV
+535.3%
-317.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | +0.6% | -2.2% | +2.8% | +0.8% |
| 30D | +1.0% | -13.9% | +15.0% | +2.5% |
| 3M | +4.7% | -29.2% | +33.9% | +7.9% |
| 6M | +8.6% | -36.1% | +44.7% | +12.4% |
| YTD | +14.8% | -40.2% | +55.0% | +18.5% |
| 1Y | +22.6% | -36.2% | +58.8% | +24.6% |
| 3Y | +67.0% | +47.5% | +19.5% | +47.2% |
| 5Y | +52.3% | +39.3% | +13.0% | +31.3% |
| 10Y | +147.3% | +482.6% | -335.2% | +65.8% |
| All | +217.5% | +535.3% | -317.8% | +106.5% |
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