+5.2%
AVTR vs ALLE
+69.8%
-64.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +7.4% | +2.8% | +4.6% | +5.9% |
| 30D | +12.2% | -7.6% | +19.8% | +16.8% |
| 3M | +57.4% | +22.8% | +34.6% | +40.7% |
| 6M | +86.7% | +4.6% | +82.1% | +80.5% |
| YTD | +33.1% | -1.2% | +34.3% | +32.0% |
| 1Y | +16.1% | -9.1% | +25.3% | +20.9% |
| 3Y | -24.6% | +50.0% | -74.6% | -38.6% |
| 5Y | -63.5% | +15.2% | -78.7% | -67.3% |
| All | +5.2% | +69.8% | -64.6% | -19.0% |
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