-59.1%
AAL vs AVTR
+1.1%
-60.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.9% | -2.0% | +1.1% | -0.4% |
| 30D | -16.0% | +8.1% | -24.0% | -18.0% |
| 3M | -4.2% | +54.2% | -58.4% | -17.4% |
| 6M | +15.7% | +82.6% | -66.9% | -5.9% |
| YTD | -16.2% | +29.8% | -46.0% | -24.3% |
| 1Y | +0.2% | +18.0% | -17.8% | -9.1% |
| 3Y | -8.1% | -26.4% | +18.4% | -6.3% |
| 5Y | -32.2% | -64.8% | +32.7% | -16.3% |
| All | -59.1% | +1.1% | -60.2% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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