+7.7%
AVTR vs ES
+28.7%
-21.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +3.2% | -1.1% | +4.2% | +3.5% |
| 30D | +0.5% | +8.2% | -7.8% | -2.2% |
| 3M | +12.1% | +0.6% | +11.5% | +11.6% |
| 6M | +91.2% | +6.0% | +85.2% | +86.8% |
| YTD | +36.3% | +9.3% | +27.0% | +31.1% |
| 1Y | +35.2% | +1.1% | +34.1% | +33.1% |
| 3Y | -15.8% | +51.9% | -67.8% | -28.6% |
| 5Y | -58.9% | +6.5% | -65.4% | -61.0% |
| All | +7.7% | +28.7% | -21.0% | -4.7% |
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