+46.3%
FE vs AVAV
+18.1%
+28.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -1.8% |
| 7D | -1.0% | -10.6% | +9.6% | -0.6% |
| 30D | +4.1% | -18.8% | +22.9% | +4.9% |
| 3M | -1.0% | -34.1% | +33.1% | +0.5% |
| 6M | +4.0% | -35.3% | +39.3% | +5.2% |
| YTD | +6.8% | -53.4% | +60.2% | +9.1% |
| 1Y | +5.3% | -65.6% | +70.9% | +9.3% |
| 3Y | +44.6% | -5.1% | +49.6% | +34.8% |
| All | +46.3% | +18.1% | +28.2% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling