+304.9%
AEM vs AVTR
-64.6%
+369.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.9% |
| 7D | -2.1% | -1.1% | -1.1% | -2.0% |
| 30D | +8.4% | +6.3% | +2.1% | +7.8% |
| 3M | +27.3% | +53.3% | -26.0% | +21.6% |
| 6M | -9.7% | +78.6% | -88.3% | -15.1% |
| YTD | +19.0% | +29.2% | -10.3% | +14.6% |
| 1Y | +31.5% | +13.8% | +17.6% | +27.4% |
| 3Y | +338.7% | -27.4% | +366.1% | +344.6% |
| All | +304.9% | -64.6% | +369.4% | +308.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling