+152.3%
ACN vs AVAV
+315.4%
-163.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.6% |
| 7D | -3.8% | +4.2% | -8.1% | -4.5% |
| 30D | +16.5% | -2.6% | +19.1% | +16.2% |
| 3M | +41.5% | -38.0% | +79.4% | +49.5% |
| 6M | +60.1% | -27.0% | +87.1% | +63.1% |
| YTD | -3.9% | -51.4% | +47.5% | +2.1% |
| 1Y | +4.1% | -60.2% | +64.3% | +13.5% |
| 3Y | -15.9% | -6.7% | -9.2% | -24.5% |
| 5Y | -26.3% | +28.3% | -54.6% | -40.4% |
| All | +152.3% | +315.4% | -163.1% | +59.6% |
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