+356.8%
ACWI vs AVAV
+596.1%
-239.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +0.5% | -2.2% | +2.7% | +0.8% |
| 30D | +0.9% | -13.9% | +14.8% | +2.9% |
| 3M | +2.4% | -29.2% | +31.6% | +6.5% |
| 6M | +12.4% | -36.1% | +48.5% | +17.6% |
| YTD | +15.2% | -40.2% | +55.4% | +19.9% |
| 1Y | +22.7% | -36.2% | +58.9% | +25.3% |
| 3Y | +75.8% | +47.5% | +28.3% | +49.0% |
| 5Y | +67.7% | +39.3% | +28.5% | +37.9% |
| 10Y | +229.0% | +482.6% | -253.6% | +90.8% |
| All | +356.8% | +596.1% | -239.3% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling