+2.1%
AVTR vs AFL
+166.3%
-164.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -1.1% | -1.6% | +0.6% | -0.4% |
| 30D | +6.3% | -4.0% | +10.4% | +7.9% |
| 3M | +53.3% | -0.5% | +53.8% | +53.1% |
| 6M | +78.6% | +6.5% | +72.1% | +72.7% |
| YTD | +29.2% | +6.2% | +23.1% | +24.8% |
| 1Y | +13.8% | +8.3% | +5.6% | +8.8% |
| 3Y | -27.4% | +62.5% | -90.0% | -42.6% |
| 5Y | -65.0% | +136.2% | -201.2% | -76.9% |
| All | +2.1% | +166.3% | -164.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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