-59.6%
AVTR vs AEE
+56.4%
-116.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | -1.0% | +9.7% | -10.8% | -3.4% |
| 3M | +12.2% | +5.9% | +6.3% | +10.5% |
| 6M | +97.5% | +6.7% | +90.8% | +93.5% |
| YTD | +35.6% | +17.4% | +18.2% | +28.1% |
| 1Y | +32.8% | +12.7% | +20.2% | +27.2% |
| 3Y | -16.5% | +68.2% | -84.7% | -32.4% |
| All | -59.6% | +56.4% | -116.0% | -65.8% |
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