+504.5%
AVAV vs EL
+557.8%
-53.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.6% |
| 7D | -2.2% | +0.8% | -3.0% | -2.5% |
| 30D | -13.9% | +19.8% | -33.8% | -18.5% |
| 3M | -29.2% | +25.7% | -54.9% | -34.0% |
| 6M | -36.1% | +5.4% | -41.6% | -38.0% |
| YTD | -40.2% | +0.2% | -40.4% | -41.1% |
| 1Y | -36.2% | +20.4% | -56.7% | -40.7% |
| 3Y | +47.5% | -32.1% | +79.7% | +51.0% |
| 5Y | +39.3% | -67.2% | +106.5% | +74.7% |
| 10Y | +482.6% | +31.7% | +450.8% | +343.7% |
| All | +504.5% | +557.8% | -53.3% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling