+2.1%
AVTR vs AEIS
+454.1%
-451.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.9% |
| 7D | -1.1% | +2.3% | -3.3% | -1.8% |
| 30D | +6.3% | -14.8% | +21.1% | +10.8% |
| 3M | +53.3% | -15.6% | +68.9% | +56.1% |
| 6M | +78.6% | -8.7% | +87.4% | +73.8% |
| YTD | +29.2% | +37.3% | -8.1% | +6.7% |
| 1Y | +13.8% | +80.3% | -66.5% | -16.4% |
| 3Y | -27.4% | +177.9% | -205.4% | -56.8% |
| 5Y | -65.0% | +235.8% | -300.8% | -81.4% |
| All | +2.1% | +454.1% | -451.9% | -60.7% |
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