-59.6%
AVTR vs EL
-65.2%
+5.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +0.5% | +1.5% | -1.1% | 0.0% |
| 30D | -1.0% | +10.0% | -11.0% | -3.7% |
| 3M | +12.2% | +28.4% | -16.2% | +4.2% |
| 6M | +97.5% | +37.1% | +60.4% | +79.3% |
| YTD | +35.6% | +7.8% | +27.8% | +29.6% |
| 1Y | +32.8% | +26.0% | +6.8% | +21.3% |
| 3Y | -16.5% | +3.8% | -20.3% | -24.9% |
| All | -59.6% | -65.2% | +5.6% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling