+35.1%
AVTR vs EME
-3.1%
+38.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | -0.3% |
| 7D | -6.2% | -5.8% | -0.4% | -6.6% |
| 30D | -1.0% | -17.9% | +16.9% | -2.3% |
| 3M | +14.4% | -22.0% | +36.4% | +12.6% |
| 6M | +95.9% | -29.7% | +125.6% | +98.7% |
| YTD | +36.6% | +4.7% | +31.8% | +31.2% |
| 1Y | +35.1% | -2.1% | +37.3% | +31.0% |
| All | +35.1% | -3.1% | +38.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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