+284.2%
NEE vs AVAV
+315.4%
-31.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | -2.1% | +4.2% | -6.3% | -2.5% |
| 30D | +8.6% | -2.6% | +11.2% | +8.5% |
| 3M | -0.3% | -38.0% | +37.7% | +3.4% |
| 6M | -8.9% | -27.0% | +18.1% | -7.8% |
| YTD | +8.3% | -51.4% | +59.8% | +12.5% |
| 1Y | +4.3% | -60.2% | +64.5% | +10.2% |
| 3Y | +70.7% | -6.7% | +77.4% | +57.2% |
| 5Y | +12.8% | +28.3% | -15.5% | -3.5% |
| All | +284.2% | +315.4% | -31.2% | +214.3% |
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