-58.1%
AAL vs AVTR
+5.6%
-63.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -0.1% | +0.5% | -0.5% | -0.2% |
| 30D | +11.7% | -1.0% | +12.7% | +12.0% |
| 3M | -12.5% | +12.2% | -24.8% | -15.8% |
| 6M | +3.6% | +97.5% | -93.8% | -17.7% |
| YTD | -14.1% | +35.6% | -49.7% | -23.6% |
| 1Y | +0.8% | +32.8% | -32.1% | -10.0% |
| 3Y | +11.8% | -16.5% | +28.3% | +9.5% |
| 5Y | -35.1% | -59.1% | +24.0% | -23.0% |
| All | -58.1% | +5.6% | -63.6% | -61.5% |
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