-62.0%
AVAV vs EL
+30.3%
-92.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.8% | +9.8% | +11.8% |
| 7D | +3.2% | +8.0% | -4.9% | +1.1% |
| 30D | -7.4% | +15.4% | -22.8% | -11.0% |
| 3M | -32.0% | +28.5% | -60.5% | -37.2% |
| 6M | -24.6% | +32.2% | -56.8% | -31.5% |
| YTD | -47.5% | +9.2% | -56.7% | -48.5% |
| All | -62.0% | +30.3% | -92.2% | -65.8% |
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 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