+7.4%
AVTR vs ES
+25.9%
-18.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -0.1% | +0.9% | -1.0% | -0.5% |
| 30D | -0.6% | +5.9% | -6.6% | -2.6% |
| 3M | +13.4% | -1.0% | +14.4% | +13.5% |
| 6M | +87.4% | +7.2% | +80.2% | +82.3% |
| YTD | +35.9% | +7.0% | +28.9% | +31.6% |
| 1Y | +35.4% | +0.5% | +34.9% | +33.4% |
| 3Y | -16.1% | +48.7% | -64.8% | -28.4% |
| 5Y | -59.4% | +1.9% | -61.3% | -61.0% |
| All | +7.4% | +25.9% | -18.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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