+122.5%
FE vs AVAV
+357.1%
-234.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.7% |
| 30D | +4.3% | -9.9% | +14.2% | +4.8% |
| 3M | +0.4% | -34.7% | +35.1% | +3.0% |
| 6M | +6.9% | -26.6% | +33.6% | +8.0% |
| YTD | +8.0% | -48.9% | +57.0% | +10.9% |
| 1Y | +4.8% | -63.0% | +67.8% | +10.4% |
| 3Y | +49.0% | +1.6% | +47.4% | +38.2% |
| 5Y | +46.2% | +34.5% | +11.7% | +28.2% |
| All | +122.5% | +357.1% | -234.6% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling