+1.6%
AVAV vs EL
+3.4%
-1.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | 0.0% | +7.6% | -7.7% | -1.2% |
| 30D | -9.9% | +15.7% | -25.6% | -12.0% |
| 3M | -34.7% | +30.5% | -65.2% | -37.8% |
| 6M | -26.6% | +32.5% | -59.2% | -30.4% |
| YTD | -48.9% | +9.4% | -58.4% | -50.1% |
| 1Y | -63.0% | +28.4% | -91.4% | -64.5% |
| 3Y | +1.6% | +4.4% | -2.9% | -6.4% |
| All | +1.6% | +3.4% | -1.8% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling