+244.2%
FITB vs AVAV
+361.4%
-117.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.5% | -11.2% | -2.5% |
| 7D | -1.5% | -10.6% | +9.0% | +0.1% |
| 30D | +5.8% | -18.8% | +24.6% | +9.2% |
| 3M | -6.1% | -34.1% | +28.0% | -0.1% |
| 6M | +5.9% | -35.3% | +41.3% | +11.2% |
| YTD | +16.1% | -53.4% | +69.5% | +25.6% |
| 1Y | +28.8% | -65.6% | +94.5% | +47.2% |
| 3Y | +126.0% | -5.1% | +131.1% | +93.5% |
| 5Y | +45.3% | +18.5% | +26.8% | +11.3% |
| All | +244.2% | +361.4% | -117.2% | +60.4% |
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 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