-64.5%
AVTR vs AEIS
+238.7%
-303.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | +1.6% | +6.5% | -4.9% | +0.2% |
| 30D | +8.4% | -9.2% | +17.6% | +10.3% |
| 3M | +50.2% | -8.3% | +58.5% | +48.9% |
| 6M | +82.6% | -6.3% | +88.9% | +77.1% |
| YTD | +29.8% | +36.5% | -6.7% | +9.8% |
| 1Y | +16.0% | +84.8% | -68.8% | -13.0% |
| 3Y | -26.4% | +176.6% | -203.0% | -54.3% |
| 5Y | -64.5% | +237.1% | -301.6% | -80.7% |
| All | -64.5% | +238.7% | -303.2% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling