+24.7%
ELAN vs AVAV
-36.6%
+61.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.4% | -3.2% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | +0.6% | -25.0% | +25.5% | +2.3% |
| 3M | 0.0% | -15.0% | +14.9% | +0.7% |
| 6M | -3.4% | -33.6% | +30.2% | -2.0% |
| YTD | +1.0% | -39.2% | +40.2% | +3.5% |
| 1Y | +24.7% | -40.5% | +65.2% | +29.4% |
| All | +24.7% | -36.6% | +61.3% | +29.4% |
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