+7.3%
AVAV vs ACGL
+174.7%
-167.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.1% | -9.7% | -9.8% |
| 7D | -24.3% | +6.4% | -30.7% | -25.2% |
| 30D | -28.9% | +16.6% | -45.5% | -31.0% |
| 3M | -39.3% | +11.6% | -50.8% | -40.6% |
| 6M | -38.8% | +17.5% | -56.2% | -40.9% |
| YTD | -57.8% | +15.3% | -73.1% | -59.3% |
| 1Y | -70.9% | +26.3% | -97.2% | -72.7% |
| 3Y | -14.8% | +35.9% | -50.7% | -23.7% |
| 5Y | +7.3% | +168.2% | -160.9% | -29.0% |
| All | +7.3% | +174.7% | -167.4% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling