+3.2%
AVTR vs AEIS
+441.8%
-438.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.9% | -2.2% |
| 7D | +2.7% | +3.0% | -0.3% | +1.8% |
| 30D | +12.1% | -14.6% | +26.7% | +16.7% |
| 3M | +57.2% | -12.4% | +69.7% | +57.8% |
| 6M | +73.1% | -15.0% | +88.0% | +72.2% |
| YTD | +30.6% | +34.3% | -3.7% | +8.6% |
| 1Y | +13.5% | +87.4% | -73.9% | -17.9% |
| 3Y | -31.0% | +139.8% | -170.8% | -56.6% |
| 5Y | -63.2% | +220.7% | -284.0% | -80.2% |
| All | +3.2% | +441.8% | -438.6% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling