+53.1%
AIG vs AVTR
-64.6%
+117.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.2% | -1.1% | -0.1% | -1.0% |
| 30D | -1.1% | +6.3% | -7.4% | -1.9% |
| 3M | +0.7% | +53.3% | -52.6% | -5.2% |
| 6M | -2.2% | +78.6% | -80.8% | -10.1% |
| YTD | -10.8% | +29.2% | -40.1% | -14.5% |
| 1Y | -2.0% | +13.8% | -15.9% | -5.4% |
| 3Y | +34.8% | -27.4% | +62.3% | +38.0% |
| All | +53.1% | -64.6% | +117.7% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling