+202.3%
ECL vs AVAV
+315.4%
-113.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.9% |
| 7D | +2.9% | +4.2% | -1.4% | +2.3% |
| 30D | +7.5% | -2.6% | +10.0% | +7.4% |
| 3M | +12.2% | -38.0% | +50.2% | +17.8% |
| 6M | +24.6% | -27.0% | +51.6% | +26.6% |
| YTD | +18.8% | -51.4% | +70.2% | +24.7% |
| 1Y | +19.3% | -60.2% | +79.6% | +28.3% |
| 3Y | +78.2% | -6.7% | +84.9% | +60.2% |
| 5Y | +38.8% | +28.3% | +10.5% | +13.6% |
| All | +202.3% | +315.4% | -113.2% | +106.4% |
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