+222.2%
ACWI vs AVAV
+423.1%
-200.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.6% | -10.0% | +1.1% |
| 7D | +0.3% | +3.2% | -2.8% | -0.3% |
| 30D | -2.8% | -7.4% | +4.6% | -2.3% |
| 3M | -3.2% | -32.0% | +28.9% | +0.8% |
| 6M | +1.3% | -24.6% | +25.8% | +2.9% |
| YTD | +11.2% | -47.5% | +58.7% | +16.2% |
| 1Y | +13.8% | -61.5% | +75.3% | +23.4% |
| 3Y | +76.2% | +5.5% | +70.7% | +60.0% |
| 5Y | +59.5% | +35.7% | +23.7% | +34.6% |
| 10Y | +222.2% | +379.1% | -156.9% | +131.7% |
| All | +222.2% | +423.1% | -200.9% | +131.7% |
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