+13.2%
AVRE vs VT
+69.4%
-56.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.5% |
| 7D | +5.6% | -0.3% | +5.9% | +5.8% |
| 30D | +8.5% | -1.4% | +10.0% | +9.6% |
| 3M | -1.2% | -1.4% | +0.2% | -0.3% |
| 6M | +2.7% | +5.5% | -2.7% | -1.6% |
| YTD | +11.6% | +12.8% | -1.3% | +1.4% |
| 1Y | +11.8% | +15.4% | -3.6% | -0.1% |
| 3Y | +38.1% | +76.9% | -38.8% | -13.1% |
| 5Y | +5.9% | +60.4% | -54.5% | -30.5% |
| All | +13.2% | +69.4% | -56.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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