+7.4%
AVTR vs ALLE
+106.9%
-99.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -0.6% | +25.9% | -26.6% | -12.0% |
| 3M | +13.4% | +14.9% | -1.5% | +5.1% |
| 6M | +87.4% | +42.1% | +45.3% | +54.6% |
| YTD | +35.9% | +20.4% | +15.5% | +21.2% |
| 1Y | +35.4% | +14.9% | +20.5% | +23.9% |
| 3Y | -16.1% | +90.1% | -106.2% | -39.6% |
| 5Y | -59.4% | +53.0% | -112.3% | -68.5% |
| All | +7.4% | +106.9% | -99.5% | -25.6% |
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