-29.8%
ELAN vs AVAV
+33.5%
-63.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -1.0% |
| 7D | -4.6% | -3.2% | -1.4% | -4.2% |
| 30D | +5.7% | -25.6% | +31.3% | +10.1% |
| 3M | -3.9% | -20.2% | +16.4% | -1.9% |
| 6M | -1.6% | -38.1% | +36.4% | +3.6% |
| YTD | +4.1% | -41.8% | +45.9% | +8.7% |
| 1Y | +25.5% | -39.0% | +64.6% | +28.1% |
| 3Y | +103.2% | +24.1% | +79.1% | +73.6% |
| 5Y | -29.8% | +53.0% | -82.8% | -45.9% |
| All | -29.8% | +33.5% | -63.3% | -45.9% |
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 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