+20.0%
FXI vs AVAV
+360.4%
-340.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.5% |
| 7D | -1.9% | +9.9% | -11.8% | -3.0% |
| 30D | -0.6% | -5.4% | +4.8% | -0.4% |
| 3M | -4.9% | -36.5% | +31.7% | -1.1% |
| 6M | -8.8% | -25.3% | +16.5% | -7.7% |
| YTD | -10.7% | -48.6% | +37.8% | -7.3% |
| 1Y | -15.2% | -62.1% | +46.8% | -9.2% |
| 3Y | +42.5% | +2.3% | +40.2% | +30.6% |
| 5Y | -7.8% | +35.4% | -43.2% | -21.4% |
| 10Y | +20.0% | +345.1% | -325.1% | -8.9% |
| All | +20.0% | +360.4% | -340.4% | -8.9% |
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 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