-64.5%
AVTR vs AEE
+39.2%
-103.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +8.4% | 0.0% | +8.4% | +8.3% |
| 3M | +50.2% | -0.9% | +51.1% | +50.2% |
| 6M | +82.6% | -2.4% | +85.0% | +82.8% |
| YTD | +29.8% | +8.6% | +21.2% | +25.4% |
| 1Y | +16.0% | +10.2% | +5.8% | +11.3% |
| 3Y | -26.4% | +47.8% | -74.3% | -37.3% |
| 5Y | -64.5% | +40.1% | -104.6% | -68.0% |
| All | -64.5% | +39.2% | -103.6% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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