-19.8%
ELAN vs AVAV
+35.3%
-55.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | +4.6% | +9.9% | -5.2% | +3.1% |
| 30D | +17.4% | -5.4% | +22.8% | +17.9% |
| 3M | +16.5% | -36.5% | +53.0% | +23.5% |
| 6M | +21.9% | -25.3% | +47.2% | +24.2% |
| YTD | +17.0% | -48.6% | +65.6% | +23.8% |
| 1Y | +15.8% | -62.1% | +77.9% | +28.6% |
| 3Y | +147.9% | +2.3% | +145.6% | +117.2% |
| All | -19.8% | +35.3% | -55.2% | -39.8% |
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