+272.8%
ELV vs AVAV
+423.1%
-150.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.6% | -14.3% | -2.7% |
| 7D | +1.1% | +3.2% | -2.0% | +0.7% |
| 30D | +1.3% | -7.4% | +8.7% | +1.7% |
| 3M | +6.6% | -32.0% | +38.6% | +9.4% |
| 6M | +11.6% | -24.6% | +36.1% | +12.7% |
| YTD | +21.1% | -47.5% | +68.6% | +24.8% |
| 1Y | +34.2% | -61.5% | +95.7% | +41.7% |
| 3Y | -2.9% | +5.5% | -8.4% | -9.0% |
| 5Y | +4.6% | +35.7% | -31.1% | -7.1% |
| 10Y | +272.8% | +379.1% | -106.3% | +175.5% |
| All | +272.8% | +423.1% | -150.3% | +175.5% |
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