-3.9%
ELF vs AVAV
-68.0%
+64.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.3% | +10.2% | +3.6% |
| 7D | -1.5% | -10.1% | +8.6% | +0.4% |
| 30D | +9.5% | -18.7% | +28.2% | +14.0% |
| 3M | +29.4% | -33.0% | +62.4% | +39.7% |
| 6M | +83.7% | -37.2% | +120.9% | +96.6% |
| YTD | +49.4% | -53.2% | +102.6% | +60.6% |
| 1Y | -3.9% | -69.0% | +65.0% | +62.0% |
| All | -3.9% | -68.0% | +64.1% | +62.0% |
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 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