+93.2%
FE vs AVAV
+478.6%
-385.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.4% |
| 7D | +1.9% | -2.2% | +4.2% | +2.2% |
| 30D | -1.2% | -13.9% | +12.8% | +0.1% |
| 3M | +3.5% | -29.2% | +32.7% | +6.1% |
| 6M | -6.1% | -36.1% | +30.1% | -3.3% |
| YTD | +7.6% | -40.2% | +47.8% | +10.3% |
| 1Y | +11.9% | -36.2% | +48.1% | +13.1% |
| 3Y | +48.4% | +47.5% | +0.9% | +31.2% |
| 5Y | +44.8% | +39.3% | +5.5% | +25.4% |
| 10Y | +115.9% | +482.6% | -366.7% | +46.0% |
| All | +93.2% | +478.6% | -385.4% | +15.9% |
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 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