+308.9%
AVAV vs ACGL
+324.4%
-15.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.9% |
| 7D | +4.2% | +2.2% | +2.0% | +3.4% |
| 30D | -2.6% | +12.3% | -14.9% | -7.1% |
| 3M | -38.0% | +11.8% | -49.8% | -40.9% |
| 6M | -27.0% | +17.5% | -44.5% | -32.2% |
| YTD | -51.4% | +14.3% | -65.7% | -54.8% |
| 1Y | -60.2% | +18.2% | -78.4% | -63.5% |
| 3Y | -6.7% | +33.2% | -39.8% | -21.3% |
| 5Y | +28.3% | +174.3% | -146.0% | -26.2% |
| All | +308.9% | +324.4% | -15.5% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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