+245.4%
NEE vs AVAV
+516.1%
-270.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.2% |
| 7D | +1.1% | +3.2% | -2.1% | +0.8% |
| 30D | -0.2% | -20.3% | +20.1% | +1.6% |
| 3M | +0.5% | -19.4% | +20.0% | +1.7% |
| 6M | -6.5% | -35.3% | +28.7% | -4.1% |
| YTD | +6.7% | -38.5% | +45.2% | +8.9% |
| 1Y | +23.6% | -37.2% | +60.8% | +25.3% |
| 3Y | +37.1% | +31.1% | +6.0% | +22.6% |
| 5Y | +10.9% | +41.0% | -30.1% | -5.0% |
| 10Y | +245.4% | +508.8% | -263.4% | +183.2% |
| All | +245.4% | +516.1% | -270.7% | +183.2% |
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 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