+77.8%
ECL vs AVAV
-5.8%
+83.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.5% | -12.1% | -1.9% |
| 7D | -0.8% | -10.6% | +9.8% | -0.5% |
| 30D | +8.1% | -18.8% | +26.9% | +8.6% |
| 3M | +6.4% | -34.1% | +40.5% | +7.3% |
| 6M | +14.8% | -35.3% | +50.1% | +15.6% |
| YTD | +15.5% | -53.4% | +68.8% | +16.9% |
| 1Y | +20.1% | -65.6% | +85.8% | +22.5% |
| 3Y | +77.8% | -5.1% | +82.8% | +71.2% |
| All | +77.8% | -5.8% | +83.5% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling