-36.5%
ELAN vs AVAV
+28.2%
-64.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.4% | -3.7% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | +0.6% | -25.0% | +25.5% | +5.5% |
| 3M | 0.0% | -15.0% | +14.9% | +1.1% |
| 6M | -3.4% | -33.6% | +30.2% | +1.3% |
| YTD | +1.0% | -39.2% | +40.2% | +5.5% |
| 1Y | +24.7% | -40.5% | +65.2% | +28.9% |
| 3Y | +97.2% | +29.6% | +67.6% | +64.7% |
| 5Y | -31.5% | +56.7% | -88.2% | -47.9% |
| All | -36.5% | +28.2% | -64.7% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling