+86.8%
AEP vs AVTR
+1.7%
+85.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | +1.8% | +2.7% | -0.9% | +1.6% |
| 30D | -0.8% | +12.1% | -12.9% | -1.6% |
| 3M | -1.8% | +57.2% | -59.1% | -5.1% |
| 6M | -5.4% | +73.1% | -78.4% | -9.2% |
| YTD | +10.4% | +30.6% | -20.2% | +8.0% |
| 1Y | +18.2% | +13.5% | +4.7% | +15.9% |
| 3Y | +79.0% | -31.0% | +110.0% | +82.8% |
| 5Y | +64.8% | -63.2% | +128.1% | +78.6% |
| All | +86.8% | +1.7% | +85.1% | +79.0% |
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 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