+104.2%
FE vs AVAV
+361.4%
-257.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -1.1% |
| 7D | 0.0% | -10.6% | +10.5% | +0.6% |
| 30D | +5.2% | -18.8% | +24.0% | +6.5% |
| 3M | 0.0% | -34.1% | +34.1% | +2.5% |
| 6M | +5.0% | -35.3% | +40.4% | +7.1% |
| YTD | +7.9% | -53.4% | +61.3% | +11.5% |
| 1Y | +6.3% | -65.6% | +72.0% | +12.5% |
| 3Y | +46.0% | -5.1% | +51.1% | +36.2% |
| 5Y | +45.6% | +18.5% | +27.1% | +29.4% |
| All | +104.2% | +361.4% | -257.2% | +75.9% |
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