+49.5%
FXI vs AVAV
+351.0%
-301.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.4% | -1.7% |
| 7D | +5.7% | -10.6% | +16.2% | +7.3% |
| 30D | +4.6% | -18.8% | +23.4% | +7.7% |
| 3M | -2.8% | -34.1% | +31.3% | +3.2% |
| 6M | -6.1% | -35.3% | +29.3% | -1.8% |
| YTD | -8.0% | -53.4% | +45.3% | -0.6% |
| 1Y | -11.3% | -65.6% | +54.3% | +0.9% |
| 3Y | +42.6% | -5.1% | +47.7% | +25.4% |
| 5Y | -0.1% | +18.5% | -18.6% | -20.9% |
| 10Y | +22.7% | +369.8% | -347.1% | -39.8% |
| All | +49.5% | +351.0% | -301.5% | -40.5% |
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