+30.0%
ECL vs AVAV
+39.7%
-9.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.2% |
| 7D | -2.6% | -2.2% | -0.4% | -2.5% |
| 30D | -2.2% | -13.9% | +11.8% | -1.2% |
| 3M | +10.1% | -29.2% | +39.3% | +12.3% |
| 6M | -5.7% | -36.1% | +30.4% | -3.5% |
| YTD | +7.0% | -40.2% | +47.2% | +9.1% |
| 1Y | +2.7% | -36.2% | +38.9% | +3.3% |
| 3Y | +57.7% | +47.5% | +10.2% | +36.2% |
| All | +30.0% | +39.7% | -9.7% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling