+85.2%
AEP vs AVTR
+1.1%
+84.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -2.0% | +1.0% | -0.9% |
| 30D | -0.1% | +8.1% | -8.2% | -0.6% |
| 3M | -3.2% | +54.2% | -57.4% | -6.2% |
| 6M | -5.3% | +82.6% | -87.9% | -9.5% |
| YTD | +9.5% | +29.8% | -20.3% | +7.2% |
| 1Y | +17.5% | +18.0% | -0.5% | +14.7% |
| 3Y | +77.0% | -26.4% | +103.4% | +79.2% |
| 5Y | +66.4% | -64.8% | +131.2% | +81.2% |
| All | +85.2% | +1.1% | +84.2% | +77.6% |
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 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