+94.9%
AEP vs AVTR
+6.1%
+88.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +2.5% | +3.2% | -0.7% | +2.3% |
| 30D | +3.4% | +0.5% | +2.9% | +3.3% |
| 3M | +4.2% | +12.1% | -7.9% | +3.4% |
| 6M | -0.8% | +91.2% | -92.0% | -5.5% |
| YTD | +15.2% | +36.3% | -21.1% | +12.3% |
| 1Y | +8.3% | +35.2% | -26.9% | +5.6% |
| 3Y | +84.2% | -15.8% | +100.0% | +84.0% |
| 5Y | +87.8% | -58.9% | +146.7% | +101.4% |
| All | +94.9% | +6.1% | +88.8% | +86.2% |
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