+122.7%
FE vs AVAV
+360.4%
-237.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -0.4% | +9.9% | -10.3% | -1.1% |
| 30D | +3.6% | -5.4% | +9.0% | +3.8% |
| 3M | +0.3% | -36.5% | +36.9% | +3.2% |
| 6M | +6.4% | -25.3% | +31.7% | +7.4% |
| YTD | +8.1% | -48.6% | +56.7% | +11.0% |
| 1Y | +4.6% | -62.1% | +66.7% | +10.0% |
| 3Y | +49.1% | +2.3% | +46.8% | +38.3% |
| 5Y | +46.1% | +35.4% | +10.7% | +28.1% |
| 10Y | +122.7% | +345.1% | -222.4% | +77.0% |
| All | +122.7% | +360.4% | -237.7% | +77.0% |
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