+281.9%
NEE vs AVAV
+423.1%
-141.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | -1.1% |
| 7D | +2.2% | +3.2% | -1.0% | +1.7% |
| 30D | +12.3% | -7.4% | +19.7% | +12.7% |
| 3M | +3.4% | -32.0% | +35.4% | +6.4% |
| 6M | -5.3% | -24.6% | +19.2% | -4.3% |
| YTD | +10.6% | -47.5% | +58.1% | +14.0% |
| 1Y | +6.5% | -61.5% | +68.0% | +13.0% |
| 3Y | +73.5% | +5.5% | +68.1% | +57.8% |
| 5Y | +17.0% | +35.7% | -18.8% | -0.3% |
| 10Y | +281.9% | +379.1% | -97.2% | +217.7% |
| All | +281.9% | +423.1% | -141.2% | +217.7% |
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