-59.3%
AVTR vs ED
+82.1%
-141.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +1.5% | +11.6% | -10.1% | -0.1% |
| 3M | +17.1% | +10.5% | +6.5% | +15.4% |
| 6M | +91.5% | +13.2% | +78.2% | +87.9% |
| YTD | +38.8% | +22.1% | +16.7% | +33.6% |
| 1Y | +37.7% | +24.2% | +13.6% | +31.9% |
| 3Y | -13.5% | +46.9% | -60.4% | -23.3% |
| 5Y | -59.3% | +80.8% | -140.1% | -64.4% |
| All | -59.3% | +82.1% | -141.4% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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