+255.8%
ELV vs AVAV
+315.4%
-59.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | +1.0% | +4.2% | -3.3% | +0.6% |
| 30D | +0.4% | -2.6% | +2.9% | +0.3% |
| 3M | +8.4% | -38.0% | +46.3% | +12.0% |
| 6M | +8.4% | -27.0% | +35.4% | +9.7% |
| YTD | +24.4% | -51.4% | +75.8% | +28.9% |
| 1Y | +33.5% | -60.2% | +93.7% | +40.4% |
| 3Y | -2.1% | -6.7% | +4.6% | -7.2% |
| 5Y | +5.8% | +28.3% | -22.5% | -5.7% |
| All | +255.8% | +315.4% | -59.6% | +169.1% |
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