+317.5%
ELF vs AVAV
+317.7%
-0.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.8% | +6.5% | -1.6% |
| 7D | -2.7% | -24.3% | +21.6% | +1.9% |
| 30D | +6.9% | -28.9% | +35.8% | +13.1% |
| 3M | +27.2% | -39.3% | +66.4% | +37.7% |
| 6M | +84.9% | -38.8% | +123.6% | +96.6% |
| YTD | +44.5% | -57.8% | +102.3% | +62.0% |
| 1Y | -6.8% | -70.9% | +64.1% | +11.8% |
| 3Y | +14.2% | -14.8% | +29.1% | +10.5% |
| 5Y | +250.6% | +7.3% | +243.3% | +211.7% |
| All | +317.5% | +317.7% | -0.2% | +234.7% |
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