+458.6%
AEM vs AVTR
+1.1%
+457.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | -2.0% | -3.0% | -4.8% |
| 30D | +8.5% | +8.1% | +0.4% | +7.4% |
| 3M | +29.3% | +54.2% | -24.9% | +21.6% |
| 6M | -12.9% | +82.6% | -95.5% | -20.1% |
| YTD | +16.8% | +29.8% | -13.1% | +11.6% |
| 1Y | +29.8% | +18.0% | +11.8% | +24.5% |
| 3Y | +336.7% | -26.4% | +363.2% | +340.5% |
| 5Y | +299.9% | -64.8% | +364.8% | +347.4% |
| All | +458.6% | +1.1% | +457.5% | +393.0% |
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