+7.7%
AVTR vs EL
-27.9%
+35.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +3.2% | +2.7% | +0.5% | +2.3% |
| 30D | +0.5% | +10.8% | -10.4% | -3.2% |
| 3M | +12.1% | +26.5% | -14.3% | +2.6% |
| 6M | +91.2% | +31.1% | +60.1% | +71.8% |
| YTD | +36.3% | +6.6% | +29.7% | +29.0% |
| 1Y | +35.2% | +21.8% | +13.4% | +21.7% |
| 3Y | -15.8% | +1.8% | -17.6% | -25.2% |
| 5Y | -58.9% | -65.6% | +6.6% | -42.1% |
| All | +7.7% | -27.9% | +35.7% | +0.9% |
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 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