+364.2%
ELF vs AVAV
+423.1%
-58.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.6% | -9.8% | +0.5% |
| 7D | +7.8% | +3.2% | +4.7% | +6.9% |
| 30D | +9.3% | -7.4% | +16.7% | +10.2% |
| 3M | +21.2% | -32.0% | +53.2% | +28.6% |
| 6M | +96.1% | -24.6% | +120.7% | +100.8% |
| YTD | +57.0% | -47.5% | +104.5% | +69.2% |
| 1Y | +61.9% | -61.5% | +123.3% | +83.7% |
| 3Y | +20.0% | +5.5% | +14.5% | +11.5% |
| 5Y | +284.8% | +35.7% | +249.0% | +226.8% |
| 10Y | +364.2% | +379.1% | -14.9% | +245.4% |
| All | +364.2% | +423.1% | -58.9% | +245.4% |
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 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