+8.0%
ELF vs AVAV
-14.7%
+22.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.8% | +6.5% | -1.4% |
| 7D | -2.7% | -24.3% | +21.6% | +2.5% |
| 30D | +6.9% | -28.9% | +35.8% | +13.8% |
| 3M | +27.2% | -39.3% | +66.4% | +39.1% |
| 6M | +84.9% | -38.8% | +123.6% | +97.6% |
| YTD | +44.5% | -57.8% | +102.3% | +64.1% |
| 1Y | -6.8% | -70.9% | +64.1% | +15.3% |
| All | +8.0% | -14.7% | +22.7% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling