-5.1%
AVAV vs EL
+3.8%
-8.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.2% | +8.2% | +10.1% |
| 7D | -10.6% | +0.8% | -11.3% | -10.7% |
| 30D | -18.8% | +16.5% | -35.3% | -20.8% |
| 3M | -34.1% | +29.2% | -63.3% | -37.1% |
| 6M | -35.3% | +27.9% | -63.2% | -38.3% |
| YTD | -53.4% | +6.2% | -59.6% | -54.3% |
| 1Y | -65.6% | +27.2% | -92.8% | -67.0% |
| 3Y | -5.1% | +3.2% | -8.3% | -13.4% |
| All | -5.1% | +3.8% | -8.8% | -13.4% |
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