+34.8%
AIG vs AVTR
-27.0%
+61.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | -1.1% | +6.3% | -7.4% | -1.5% |
| 3M | +0.7% | +53.3% | -52.6% | -2.6% |
| 6M | -2.2% | +78.6% | -80.8% | -6.8% |
| YTD | -10.8% | +29.2% | -40.1% | -12.8% |
| 1Y | -2.0% | +13.8% | -15.9% | -3.8% |
| 3Y | +34.8% | -27.4% | +62.3% | +38.8% |
| All | +34.8% | -27.0% | +61.8% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling