+3.2%
AVTR vs EL
-32.3%
+35.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.5% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | +12.1% | +19.8% | -7.8% | +4.9% |
| 3M | +57.2% | +25.7% | +31.5% | +44.3% |
| 6M | +73.1% | +5.4% | +67.6% | +67.3% |
| YTD | +30.6% | +0.2% | +30.4% | +26.9% |
| 1Y | +13.5% | +20.4% | -6.9% | +2.5% |
| 3Y | -31.0% | -32.1% | +1.1% | -27.6% |
| 5Y | -63.2% | -67.2% | +3.9% | -47.5% |
| All | +3.2% | -32.3% | +35.5% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling