-8.4%
FXI vs AVAV
+28.1%
-36.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | -4.2% | +4.2% | -8.4% | -4.5% |
| 30D | -1.1% | -2.6% | +1.4% | -1.2% |
| 3M | -4.0% | -38.0% | +34.0% | -1.1% |
| 6M | -11.8% | -27.0% | +15.2% | -11.0% |
| YTD | -11.9% | -51.4% | +39.5% | -9.1% |
| 1Y | -16.1% | -60.2% | +44.1% | -12.1% |
| 3Y | +38.8% | -6.7% | +45.4% | +30.0% |
| All | -8.4% | +28.1% | -36.5% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling