+980.4%
NEE vs AVAV
+478.6%
+501.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +1.9% | -2.2% | +4.2% | +2.2% |
| 30D | -2.2% | -13.9% | +11.8% | -0.9% |
| 3M | -1.2% | -29.2% | +28.1% | +1.4% |
| 6M | -8.6% | -36.1% | +27.6% | -5.8% |
| YTD | +6.2% | -40.2% | +46.4% | +9.0% |
| 1Y | +21.1% | -36.2% | +57.3% | +22.7% |
| 3Y | +36.4% | +47.5% | -11.1% | +20.4% |
| 5Y | +11.4% | +39.3% | -27.9% | -3.6% |
| 10Y | +250.0% | +482.6% | -232.6% | +144.5% |
| All | +980.4% | +478.6% | +501.8% | +568.2% |
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 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