+302.2%
AEM vs AVTR
-16.2%
+318.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -6.8% | +0.5% | -7.3% | -6.9% |
| 30D | +0.8% | -1.0% | +1.8% | +0.9% |
| 3M | -0.8% | +12.2% | -13.0% | -1.7% |
| 6M | -8.5% | +97.5% | -106.0% | -12.8% |
| YTD | +5.9% | +35.6% | -29.7% | +2.3% |
| 1Y | +6.6% | +32.8% | -26.2% | +3.0% |
| 3Y | +302.2% | -16.5% | +318.7% | +273.0% |
| All | +302.2% | -16.2% | +318.4% | +273.0% |
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 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