+601.6%
ELV vs AVAV
+351.0%
+250.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.5% | -11.9% | -2.6% |
| 7D | +1.3% | -10.6% | +11.9% | +2.3% |
| 30D | +5.3% | -18.8% | +24.1% | +7.3% |
| 3M | +9.2% | -34.1% | +43.3% | +13.6% |
| 6M | +14.5% | -35.3% | +49.9% | +18.1% |
| YTD | +23.2% | -53.4% | +76.6% | +30.0% |
| 1Y | +38.0% | -65.6% | +103.7% | +50.4% |
| 3Y | -1.5% | -5.1% | +3.5% | -8.7% |
| 5Y | +8.5% | +18.5% | -10.0% | -5.8% |
| 10Y | +309.5% | +369.8% | -60.3% | +166.3% |
| All | +601.6% | +351.0% | +250.6% | +322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling