-16.5%
AVTR vs EME
+216.1%
-232.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.5% | +8.4% | -7.9% | -0.4% |
| 30D | -1.0% | -11.5% | +10.5% | +0.1% |
| 3M | +12.2% | -20.6% | +32.8% | +14.7% |
| 6M | +97.5% | -28.5% | +125.9% | +106.3% |
| YTD | +35.6% | +8.0% | +27.6% | +29.6% |
| 1Y | +32.8% | +6.8% | +26.1% | +27.2% |
| 3Y | -16.5% | +213.9% | -230.4% | -44.5% |
| All | -16.5% | +216.1% | -232.6% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling