+341.4%
ELF vs AVAV
+361.4%
-19.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.5% | -4.7% | +3.9% |
| 7D | +4.0% | -10.6% | +14.6% | +5.9% |
| 30D | +10.6% | -18.8% | +29.4% | +14.3% |
| 3M | +25.8% | -34.1% | +59.9% | +34.3% |
| 6M | +89.1% | -35.3% | +124.4% | +99.2% |
| YTD | +52.7% | -53.4% | +106.1% | +68.2% |
| 1Y | +51.7% | -65.6% | +117.4% | +75.8% |
| 3Y | +14.2% | -5.1% | +19.3% | +8.4% |
| 5Y | +270.7% | +18.5% | +252.2% | +223.7% |
| All | +341.4% | +361.4% | -19.9% | +247.6% |
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