+5.2%
AVTR vs ES
+27.8%
-22.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +7.4% | +1.4% | +6.0% | +6.9% |
| 30D | +12.2% | -1.2% | +13.4% | +12.6% |
| 3M | +57.4% | +5.0% | +52.4% | +54.7% |
| 6M | +86.7% | -2.8% | +89.5% | +87.7% |
| YTD | +33.1% | +8.6% | +24.5% | +28.5% |
| 1Y | +16.1% | +18.9% | -2.8% | +8.1% |
| 3Y | -24.6% | +32.1% | -56.8% | -33.1% |
| 5Y | -63.5% | -5.1% | -58.4% | -64.1% |
| All | +5.2% | +27.8% | -22.6% | -6.5% |
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