+640.4%
FLEX vs AVAV
+423.1%
+217.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +12.6% | -0.6% | +9.1% |
| 7D | -7.2% | +3.2% | -10.3% | -7.5% |
| 30D | -34.8% | -7.4% | -27.4% | -33.4% |
| 3M | -35.6% | -32.0% | -3.6% | -29.9% |
| 6M | -45.0% | -24.6% | -20.5% | -42.8% |
| YTD | +29.4% | -47.5% | +76.9% | +41.4% |
| 1Y | +24.8% | -61.5% | +86.3% | +46.3% |
| 3Y | +304.4% | +5.5% | +298.9% | +250.3% |
| 5Y | +484.1% | +35.7% | +448.3% | +346.4% |
| 10Y | +640.4% | +379.1% | +261.3% | +329.2% |
| All | +640.4% | +423.1% | +217.3% | +329.2% |
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