+13.8%
AVTR vs EL
+12.6%
+1.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | -1.1% | -6.5% | +5.4% | +0.5% |
| 30D | +6.3% | +11.1% | -4.8% | +3.4% |
| 3M | +53.3% | +10.7% | +42.6% | +49.0% |
| 6M | +78.6% | +6.9% | +71.8% | +73.8% |
| YTD | +29.2% | -6.3% | +35.5% | +28.0% |
| 1Y | +13.8% | +13.5% | +0.4% | +9.1% |
| All | +13.8% | +12.6% | +1.2% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling