+35.8%
AVAV vs EL
-65.0%
+100.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +9.9% | +0.3% | +9.6% | +9.9% |
| 30D | -5.4% | +12.3% | -17.7% | -7.3% |
| 3M | -36.5% | +28.4% | -64.9% | -39.5% |
| 6M | -25.3% | +36.7% | -62.0% | -29.7% |
| YTD | -48.6% | +8.4% | -57.0% | -49.8% |
| 1Y | -62.1% | +25.4% | -87.5% | -63.8% |
| 3Y | +2.3% | +3.4% | -1.1% | -4.2% |
| All | +35.8% | -65.0% | +100.8% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling