+379.1%
AVAV vs EL
+63.1%
+316.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.8% | +9.8% | +11.9% |
| 7D | +3.2% | +8.0% | -4.9% | +1.3% |
| 30D | -7.4% | +15.4% | -22.8% | -10.6% |
| 3M | -32.0% | +28.5% | -60.5% | -36.4% |
| 6M | -24.6% | +32.2% | -56.8% | -30.1% |
| YTD | -47.5% | +9.2% | -56.7% | -49.4% |
| 1Y | -61.5% | +30.8% | -92.3% | -64.5% |
| 3Y | +5.5% | +3.7% | +1.8% | -3.1% |
| 5Y | +35.7% | -64.8% | +100.5% | +70.9% |
| 10Y | +379.1% | +60.0% | +319.1% | +267.7% |
| All | +379.1% | +63.1% | +316.0% | +267.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling