+38.7%
ECL vs AVAV
+32.4%
+6.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | +0.4% | 0.0% | +0.5% | +0.3% |
| 30D | +8.6% | -9.9% | +18.5% | +9.1% |
| 3M | +7.9% | -34.7% | +42.6% | +10.8% |
| 6M | +21.0% | -26.6% | +47.6% | +22.3% |
| YTD | +17.5% | -48.9% | +66.5% | +20.9% |
| 1Y | +19.7% | -63.0% | +82.7% | +26.4% |
| 3Y | +77.4% | +1.6% | +75.9% | +60.2% |
| 5Y | +38.7% | +34.5% | +4.2% | +15.7% |
| All | +38.7% | +32.4% | +6.3% | +15.7% |
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