-5.3%
ELV vs AVAV
+24.2%
-29.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.7% |
| 7D | +3.3% | -2.2% | +5.5% | +3.4% |
| 30D | +4.2% | -13.9% | +18.1% | +4.7% |
| 3M | -0.1% | -29.2% | +29.2% | +1.0% |
| 6M | +41.3% | -36.1% | +77.4% | +42.9% |
| YTD | +17.4% | -40.2% | +57.6% | +19.0% |
| 1Y | +35.1% | -36.2% | +71.3% | +37.1% |
| All | -5.3% | +24.2% | -29.4% | -7.2% |
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