+473.3%
AEM vs AVTR
+3.6%
+469.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | +4.3% | +7.4% | -3.1% | +3.3% |
| 30D | +13.1% | +12.2% | +0.9% | +11.4% |
| 3M | +24.8% | +57.4% | -32.6% | +17.0% |
| 6M | -8.2% | +86.7% | -94.9% | -16.0% |
| YTD | +19.8% | +33.1% | -13.2% | +14.1% |
| 1Y | +32.1% | +16.1% | +15.9% | +26.9% |
| 3Y | +348.2% | -24.6% | +372.8% | +350.5% |
| 5Y | +297.5% | -63.5% | +361.0% | +342.0% |
| All | +473.3% | +3.6% | +469.7% | +404.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling