+343.5%
AEM vs AVTR
-26.6%
+370.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | +3.0% | +1.6% | +1.4% | +2.9% |
| 30D | +12.5% | +8.4% | +4.1% | +11.8% |
| 3M | +26.9% | +50.2% | -23.2% | +23.2% |
| 6M | -9.4% | +82.6% | -92.0% | -13.2% |
| YTD | +20.3% | +29.8% | -9.6% | +16.6% |
| 1Y | +33.8% | +16.0% | +17.8% | +29.9% |
| All | +343.5% | -26.6% | +370.2% | +345.6% |
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