-69.0%
AVAV vs EL
+25.6%
-94.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +6.3% | -14.6% | -10.0% |
| 7D | -10.1% | +2.5% | -12.6% | -10.8% |
| 30D | -18.7% | +20.1% | -38.8% | -23.1% |
| 3M | -33.0% | +29.3% | -62.3% | -38.6% |
| 6M | -37.2% | +38.8% | -75.9% | -44.2% |
| YTD | -53.2% | +8.1% | -61.3% | -54.6% |
| 1Y | -69.0% | +22.3% | -91.3% | -72.7% |
| All | -69.0% | +25.6% | -94.6% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling