+358.4%
AVAV vs ACGL
+337.7%
+20.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.0% | +13.4% | +11.6% |
| 7D | -10.6% | +0.9% | -11.5% | -11.1% |
| 30D | -18.8% | +13.7% | -32.5% | -23.1% |
| 3M | -34.1% | +8.0% | -42.2% | -36.5% |
| 6M | -35.3% | +13.3% | -48.6% | -39.1% |
| YTD | -53.4% | +11.8% | -65.2% | -56.3% |
| 1Y | -65.6% | +22.2% | -87.9% | -69.0% |
| 3Y | -5.1% | +32.5% | -37.5% | -20.1% |
| 5Y | +18.5% | +160.2% | -141.7% | -30.3% |
| All | +358.4% | +337.7% | +20.7% | +64.6% |
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