+94.9%
FE vs AVAV
+352.9%
-258.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +0.8% |
| 7D | +1.7% | -10.1% | +11.8% | +2.6% |
| 30D | +8.1% | -18.7% | +26.8% | +10.1% |
| 3M | -1.3% | -33.0% | +31.7% | +2.1% |
| 6M | +2.9% | -37.2% | +40.1% | +6.0% |
| YTD | +8.6% | -53.2% | +61.7% | +13.6% |
| 1Y | +6.3% | -69.0% | +75.3% | +15.8% |
| 3Y | +45.1% | -5.5% | +50.6% | +34.6% |
| 5Y | +47.1% | +20.1% | +27.0% | +28.7% |
| 10Y | +110.6% | +371.8% | -261.2% | +44.8% |
| All | +94.9% | +352.9% | -258.0% | +19.4% |
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