+24.6%
ELF vs AVAV
+1.7%
+22.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | +6.3% | 0.0% | +6.3% | +5.9% |
| 30D | +8.5% | -9.9% | +18.4% | +10.1% |
| 3M | +24.4% | -34.7% | +59.1% | +34.2% |
| 6M | +94.7% | -26.6% | +121.3% | +100.6% |
| YTD | +55.9% | -48.9% | +104.8% | +70.3% |
| 1Y | +48.4% | -63.0% | +111.4% | +73.6% |
| 3Y | +24.6% | +1.6% | +23.1% | +21.8% |
| All | +24.6% | +1.7% | +22.9% | +21.8% |
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