+320.5%
AVAV vs ACGL
+322.9%
-2.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | +18.4% | -1.2% | +19.6% | +18.8% |
| 30D | -4.9% | +12.8% | -17.7% | -9.6% |
| 3M | -37.7% | +12.3% | -49.9% | -40.7% |
| 6M | -28.4% | +15.8% | -44.3% | -33.2% |
| YTD | -50.0% | +13.9% | -63.9% | -53.5% |
| 1Y | -62.6% | +19.0% | -81.6% | -65.9% |
| 3Y | -0.6% | +33.7% | -34.3% | -16.4% |
| 5Y | +31.9% | +173.4% | -141.5% | -24.0% |
| All | +320.5% | +322.9% | -2.5% | +74.2% |
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