+156.5%
ACN vs AVAV
+361.4%
-204.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.2% | -3.1% |
| 7D | +0.9% | -10.6% | +11.5% | +2.1% |
| 30D | +33.5% | -18.8% | +52.3% | +36.5% |
| 3M | +53.5% | -34.1% | +87.6% | +60.9% |
| 6M | +52.2% | -35.3% | +87.6% | +57.9% |
| YTD | -0.1% | -53.4% | +53.3% | +6.8% |
| 1Y | +11.0% | -65.6% | +76.7% | +23.6% |
| 3Y | -11.8% | -5.1% | -6.7% | -21.1% |
| 5Y | -22.8% | +18.5% | -41.3% | -36.4% |
| All | +156.5% | +361.4% | -204.9% | +72.2% |
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