+2.6%
AVTR vs EL
-35.6%
+38.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.4% | -1.4% |
| 7D | +1.6% | -2.4% | +3.9% | +2.3% |
| 30D | +8.4% | +13.7% | -5.3% | +3.3% |
| 3M | +50.2% | +14.5% | +35.7% | +42.3% |
| 6M | +82.6% | +7.4% | +75.2% | +75.2% |
| YTD | +29.8% | -4.7% | +34.5% | +28.2% |
| 1Y | +16.0% | +12.9% | +3.0% | +7.1% |
| 3Y | -26.4% | -32.2% | +5.8% | -23.3% |
| 5Y | -64.5% | -68.4% | +3.9% | -48.8% |
| All | +2.6% | -35.6% | +38.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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