+72.6%
AIG vs AVTR
+1.1%
+71.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.1% |
| 7D | -1.4% | +1.6% | -3.0% | -1.9% |
| 30D | -3.3% | +8.4% | -11.7% | -5.3% |
| 3M | +2.2% | +50.2% | -48.0% | -8.6% |
| 6M | -2.1% | +82.6% | -84.7% | -17.5% |
| YTD | -11.2% | +29.8% | -41.0% | -18.7% |
| 1Y | -2.1% | +16.0% | -18.1% | -9.5% |
| 3Y | +34.4% | -26.4% | +60.8% | +35.9% |
| 5Y | +53.7% | -64.5% | +118.2% | +98.3% |
| All | +72.6% | +1.1% | +71.5% | +22.4% |
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