+7.2%
AVTR vs ALLE
+109.6%
-102.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | +0.5% | +3.6% | -3.1% | -1.3% |
| 30D | -1.0% | +25.9% | -26.9% | -12.3% |
| 3M | +12.2% | +15.8% | -3.6% | +3.6% |
| 6M | +97.5% | +48.1% | +49.4% | +59.5% |
| YTD | +35.6% | +22.0% | +13.6% | +20.2% |
| 1Y | +32.8% | +18.0% | +14.8% | +19.9% |
| 3Y | -16.5% | +93.1% | -109.6% | -40.3% |
| 5Y | -59.1% | +52.1% | -111.2% | -68.3% |
| All | +7.2% | +109.6% | -102.4% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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