+7.4%
AVTR vs ED
+79.6%
-72.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -0.1% | +2.1% | -2.2% | -0.4% |
| 30D | -0.6% | +12.4% | -13.1% | -2.0% |
| 3M | +13.4% | +13.1% | +0.3% | +11.7% |
| 6M | +87.4% | +14.1% | +73.3% | +84.3% |
| YTD | +35.9% | +23.1% | +12.8% | +31.9% |
| 1Y | +35.4% | +25.4% | +9.9% | +31.0% |
| 3Y | -16.1% | +47.9% | -64.0% | -21.8% |
| 5Y | -59.4% | +81.9% | -141.2% | -62.9% |
| All | +7.4% | +79.6% | -72.3% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling