some numbers:
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Below is a summary of wins in two-leg competition arranged by first-leg
score, for ties played in EC1, EC2 and EC3 in seasons 93-94, 94-95 and 95-96.
In the table, some rarer 1st-leg scores with obvious outcomes (eg. 7-0) have
been omitted. (I have also omitted ties going to penalties, because I
couldn't be bothered to hack the data into shape :-) )
The pattern is much as would be expected, with larger wins in the 1st leg
tending to yield a higher proportion of overall wins. The effect of the
away goals rule is also evident: compare 2-0 with 3-1, and particularly
0-0 with 1-1.
The "break-even" point appears to be with narrow home wins: a slight majority
of teams winning 1-0 and 2-1 in the first leg have won the tie, whereas,
apart from 0-0 and 2-2 (which is probably an anomaly, being based on only
10 cases), a home draw or defeat leads to loss of the tie in a large majority
of cases. (Ajax's feat against Panathinaikos was duplicated by only two other
teams in 37 attempts.)
Also of interest is the last line: only 44% of teams playing the first leg
at home have won the tie, so that it is an advantage to play the 2nd leg at
home, other things being equal.
Prop. wins
1st leg: for H team No. of
H A in 1st leg occurrences
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5 0 1.00000 7
4 0 1.00000 12
3 0 0.93103 29
4 1 0.87500 8
2 0 0.81081 37
3 1 0.72222 18
1 0 0.54237 59
2 1 0.54167 24
2 2 0.40000 10
0 0 0.35897 39
1 1 0.20588 34
2 3 0.16667 6
3 2 0.16667 12
1 3 0.10000 10
0 1 0.07895 38
0 2 0.06250 16
1 2 0.04545 22
0 3 0.00000 5
0 4 0.00000 5
0 5 0.00000 5
1 4 0.00000 7
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Overall 0.44056 429