+19.6%
AAL vs AVTR
-15.3%
+34.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.2% |
| 7D | +10.1% | -0.1% | +10.2% | +10.2% |
| 30D | +10.6% | -0.6% | +11.2% | +10.7% |
| 3M | -5.9% | +13.4% | -19.3% | -9.4% |
| 6M | +5.7% | +87.4% | -81.7% | -14.1% |
| YTD | -8.0% | +35.9% | -43.8% | -17.8% |
| 1Y | +6.0% | +35.4% | -29.4% | -5.4% |
| 3Y | +19.6% | -16.1% | +35.7% | +13.2% |
| All | +19.6% | -15.3% | +34.9% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling