+768.7%
ECL vs AVAV
+308.3%
+460.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.8% | +6.9% | -1.6% |
| 7D | +1.7% | -24.3% | +26.0% | +5.3% |
| 30D | +8.9% | -28.9% | +37.8% | +13.6% |
| 3M | +7.4% | -39.3% | +46.7% | +14.1% |
| 6M | +19.3% | -38.8% | +58.1% | +24.8% |
| YTD | +17.4% | -57.8% | +75.2% | +26.9% |
| 1Y | +19.4% | -70.9% | +90.3% | +35.7% |
| 3Y | +80.5% | -14.8% | +95.3% | +64.9% |
| 5Y | +40.2% | +7.3% | +32.9% | +18.5% |
| 10Y | +207.8% | +325.3% | -117.5% | +92.4% |
| All | +768.7% | +308.3% | +460.3% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling