-58.9%
AVTR vs AEIS
+145.4%
-204.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +3.2% | +23.2% | -20.1% | -1.2% |
| 30D | +0.5% | -17.0% | +17.5% | +3.4% |
| 3M | +12.1% | -32.2% | +44.3% | +19.6% |
| 6M | +91.2% | -32.6% | +123.7% | +99.7% |
| YTD | +36.3% | +9.4% | +26.9% | +18.9% |
| 1Y | +35.2% | +7.7% | +27.6% | +18.3% |
| 3Y | -15.8% | +157.9% | -173.8% | -48.9% |
| 5Y | -58.9% | +154.8% | -213.7% | -76.5% |
| All | -58.9% | +145.4% | -204.3% | -76.5% |
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