+301.7%
ELF vs AVAV
+315.4%
-13.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.7% | +4.4% |
| 7D | +1.6% | +4.2% | -2.6% | +0.7% |
| 30D | +9.1% | -2.6% | +11.7% | +9.1% |
| 3M | +28.2% | -38.0% | +66.1% | +38.2% |
| 6M | +119.5% | -27.0% | +146.5% | +125.9% |
| YTD | +55.2% | -51.4% | +106.6% | +69.5% |
| 1Y | +58.6% | -60.2% | +118.8% | +78.8% |
| 3Y | +21.3% | -6.7% | +27.9% | +15.2% |
| 5Y | +276.2% | +28.3% | +247.9% | +223.5% |
| All | +301.7% | +315.4% | -13.7% | +223.4% |
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