+203.9%
IEFA vs AVAV
+430.7%
-226.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +1.3% | +18.4% | -17.1% | -0.7% |
| 30D | +0.1% | -4.9% | +5.1% | +0.4% |
| 3M | -4.2% | -37.7% | +33.4% | +0.3% |
| 6M | +1.9% | -28.4% | +30.3% | +4.0% |
| YTD | +9.9% | -50.0% | +60.0% | +15.2% |
| 1Y | +11.5% | -62.6% | +74.2% | +20.6% |
| 3Y | +66.0% | -0.6% | +66.6% | +53.4% |
| 5Y | +47.5% | +31.9% | +15.5% | +27.1% |
| 10Y | +146.5% | +332.3% | -185.9% | +70.9% |
| All | +203.9% | +430.7% | -226.8% | +100.7% |
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