-19.5%
ELF vs AVAV
+48.2%
-67.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.4% |
| 7D | +5.4% | -2.2% | +7.6% | +5.8% |
| 30D | +27.0% | -13.9% | +40.9% | +30.4% |
| 3M | +113.2% | -29.2% | +142.4% | +125.2% |
| 6M | +36.6% | -36.1% | +72.7% | +46.0% |
| YTD | +44.2% | -40.2% | +84.4% | +53.7% |
| 1Y | -18.0% | -36.2% | +18.2% | -12.7% |
| All | -19.5% | +48.2% | -67.7% | -21.4% |
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 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