+151.4%
ACN vs AVAV
+360.4%
-209.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -4.0% | +9.9% | -13.9% | -5.5% |
| 30D | +19.0% | -5.4% | +24.4% | +19.2% |
| 3M | +42.2% | -36.5% | +78.7% | +49.9% |
| 6M | +50.1% | -25.3% | +75.4% | +52.6% |
| YTD | -2.7% | -48.6% | +45.8% | +2.6% |
| 1Y | +7.6% | -62.1% | +69.7% | +18.2% |
| 3Y | -15.9% | +2.3% | -18.2% | -25.6% |
| 5Y | -24.4% | +35.4% | -59.8% | -39.2% |
| 10Y | +151.4% | +345.1% | -193.7% | +59.2% |
| All | +151.4% | +360.4% | -209.0% | +59.2% |
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