+193.5%
ECL vs AVAV
+358.8%
-165.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | +0.4% | 0.0% | +0.5% | +0.2% |
| 30D | +8.6% | -9.9% | +18.5% | +9.5% |
| 3M | +7.9% | -34.7% | +42.6% | +12.6% |
| 6M | +21.0% | -26.6% | +47.6% | +23.0% |
| YTD | +17.5% | -48.9% | +66.5% | +22.7% |
| 1Y | +19.7% | -63.0% | +82.7% | +30.0% |
| 3Y | +77.4% | +1.6% | +75.9% | +57.8% |
| 5Y | +38.7% | +34.5% | +4.2% | +13.1% |
| 10Y | +193.5% | +359.3% | -165.8% | +102.3% |
| All | +193.5% | +358.8% | -165.3% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling