+156.3%
ACN vs AVAV
+423.1%
-266.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.6% | -14.9% | -3.9% |
| 7D | -2.5% | +3.2% | -5.7% | -3.3% |
| 30D | +22.6% | -7.4% | +30.1% | +23.2% |
| 3M | +45.9% | -32.0% | +77.9% | +52.4% |
| 6M | +43.8% | -24.6% | +68.4% | +46.1% |
| YTD | -2.5% | -47.5% | +45.1% | +2.7% |
| 1Y | +6.5% | -61.5% | +68.0% | +16.8% |
| 3Y | -14.2% | +5.5% | -19.6% | -24.4% |
| 5Y | -24.4% | +35.7% | -60.2% | -39.1% |
| 10Y | +156.3% | +379.1% | -222.8% | +63.6% |
| All | +156.3% | +423.1% | -266.8% | +63.6% |
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