+40.2%
ELAN vs AVAV
-39.1%
+79.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.4% |
| 7D | +1.6% | -2.2% | +3.8% | +1.7% |
| 30D | -6.6% | -13.9% | +7.4% | -5.8% |
| 3M | -0.8% | -29.2% | +28.4% | +1.6% |
| 6M | +0.2% | -36.1% | +36.4% | +1.9% |
| YTD | +8.3% | -40.2% | +48.5% | +11.1% |
| 1Y | +40.2% | -36.2% | +76.5% | +49.7% |
| All | +40.2% | -39.1% | +79.3% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling