+359.3%
AVAV vs EL
+60.9%
+298.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | 0.0% | +7.6% | -7.7% | -1.7% |
| 30D | -9.9% | +15.7% | -25.6% | -13.1% |
| 3M | -34.7% | +30.5% | -65.2% | -39.2% |
| 6M | -26.6% | +32.5% | -59.2% | -32.1% |
| YTD | -48.9% | +9.4% | -58.4% | -50.8% |
| 1Y | -63.0% | +28.4% | -91.4% | -65.7% |
| 3Y | +1.6% | +4.4% | -2.9% | -6.9% |
| 5Y | +34.5% | -64.5% | +99.0% | +69.0% |
| 10Y | +359.3% | +64.9% | +294.4% | +243.8% |
| All | +359.3% | +60.9% | +298.4% | +243.8% |
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