+225.2%
ACWI vs AVAV
+315.4%
-90.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | 0.0% |
| 7D | +2.4% | +4.2% | -1.8% | +1.9% |
| 30D | -1.7% | -2.6% | +0.9% | -1.7% |
| 3M | -3.9% | -38.0% | +34.0% | +1.1% |
| 6M | +0.8% | -27.0% | +27.8% | +2.8% |
| YTD | +11.0% | -51.4% | +62.5% | +17.1% |
| 1Y | +13.1% | -60.2% | +73.3% | +22.1% |
| 3Y | +73.9% | -6.7% | +80.5% | +60.3% |
| 5Y | +59.0% | +28.3% | +30.7% | +35.0% |
| All | +225.2% | +315.4% | -90.2% | +133.2% |
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