+2.1%
AVTR vs EME
+882.3%
-880.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.7% |
| 7D | -1.1% | +3.5% | -4.6% | -2.0% |
| 30D | +6.3% | -6.3% | +12.6% | +8.0% |
| 3M | +53.3% | -3.8% | +57.1% | +52.9% |
| 6M | +78.6% | +8.5% | +70.1% | +70.3% |
| YTD | +29.2% | +27.8% | +1.4% | +15.8% |
| 1Y | +13.8% | +22.2% | -8.4% | +2.0% |
| 3Y | -27.4% | +253.5% | -280.9% | -59.1% |
| 5Y | -65.0% | +578.6% | -643.6% | -85.6% |
| All | +2.1% | +882.3% | -880.2% | -65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling