+13.5%
AVTR vs EME
+19.7%
-6.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.4% |
| 7D | +2.7% | +1.9% | +0.8% | +2.7% |
| 30D | +12.1% | -8.3% | +20.3% | +12.0% |
| 3M | +57.2% | -10.7% | +68.0% | +60.2% |
| 6M | +73.1% | +1.9% | +71.2% | +73.3% |
| YTD | +30.6% | +23.5% | +7.2% | +25.9% |
| 1Y | +13.5% | +18.0% | -4.5% | +6.0% |
| All | +13.5% | +19.7% | -6.2% | +6.0% |
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