+303.3%
ELF vs AVAV
+339.7%
-36.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | +4.3% | +9.9% | -5.6% | +2.4% |
| 30D | +7.7% | -5.4% | +13.2% | +8.3% |
| 3M | +24.7% | -36.5% | +61.2% | +33.9% |
| 6M | +114.6% | -25.3% | +139.9% | +120.1% |
| YTD | +55.8% | -48.6% | +104.4% | +68.5% |
| 1Y | +51.9% | -62.1% | +114.0% | +72.7% |
| 3Y | +24.6% | +2.3% | +22.3% | +16.5% |
| 5Y | +279.2% | +35.4% | +243.8% | +223.0% |
| All | +303.3% | +339.7% | -36.4% | +221.5% |
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