+7.2%
AVTR vs AEIS
+323.7%
-316.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.6% |
| 7D | +0.5% | +11.5% | -11.1% | -2.7% |
| 30D | -1.0% | -15.8% | +14.7% | +2.5% |
| 3M | +12.2% | -33.3% | +45.5% | +22.8% |
| 6M | +97.5% | -35.2% | +132.6% | +110.9% |
| YTD | +35.6% | +5.0% | +30.6% | +18.4% |
| 1Y | +32.8% | +8.5% | +24.3% | +14.3% |
| 3Y | -16.5% | +152.9% | -169.4% | -50.7% |
| 5Y | -59.1% | +144.6% | -203.8% | -76.6% |
| All | +7.2% | +323.7% | -316.6% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling