-64.8%
AVTR vs AFL
+131.0%
-195.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.0% | -3.3% | +1.2% | -1.0% |
| 30D | +8.1% | -5.0% | +13.0% | +9.7% |
| 3M | +54.2% | -1.8% | +56.0% | +54.6% |
| 6M | +82.6% | +4.8% | +77.7% | +78.1% |
| YTD | +29.8% | +5.4% | +24.4% | +26.1% |
| 1Y | +18.0% | +9.0% | +9.0% | +12.9% |
| 3Y | -26.4% | +63.0% | -89.5% | -40.5% |
| 5Y | -64.8% | +134.5% | -199.3% | -74.9% |
| All | -64.8% | +131.0% | -195.8% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling