+345.1%
AVAV vs EL
+63.7%
+281.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +9.9% | +0.3% | +9.6% | +10.0% |
| 30D | -5.4% | +12.3% | -17.7% | -8.1% |
| 3M | -36.5% | +28.4% | -64.9% | -40.7% |
| 6M | -25.3% | +36.7% | -62.0% | -31.3% |
| YTD | -48.6% | +8.4% | -57.0% | -50.3% |
| 1Y | -62.1% | +25.4% | -87.5% | -64.7% |
| 3Y | +2.3% | +3.4% | -1.1% | -6.0% |
| 5Y | +35.4% | -64.8% | +100.2% | +70.3% |
| 10Y | +345.1% | +63.0% | +282.1% | +232.4% |
| All | +345.1% | +63.7% | +281.4% | +232.4% |
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