+216.8%
ACWI vs AVAV
+317.7%
-100.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.8% | +6.0% | -2.7% |
| 7D | -4.0% | -24.3% | +20.3% | -0.9% |
| 30D | -5.8% | -28.9% | +23.1% | -2.2% |
| 3M | -5.0% | -39.3% | +34.2% | +0.2% |
| 6M | +0.7% | -38.8% | +39.5% | +5.0% |
| YTD | +8.4% | -57.8% | +66.2% | +16.4% |
| 1Y | +10.1% | -70.9% | +81.0% | +23.6% |
| 3Y | +70.8% | -14.8% | +85.6% | +59.2% |
| 5Y | +55.4% | +7.3% | +48.1% | +35.2% |
| All | +216.8% | +317.7% | -100.8% | +133.5% |
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