+2.1%
AVTR vs ESI
+238.3%
-236.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -1.1% | -4.6% | +3.6% | +1.0% |
| 30D | +6.3% | -10.5% | +16.8% | +11.3% |
| 3M | +53.3% | -19.8% | +73.1% | +65.7% |
| 6M | +78.6% | +5.8% | +72.8% | +65.4% |
| YTD | +29.2% | +38.3% | -9.1% | +3.7% |
| 1Y | +13.8% | +31.5% | -17.7% | -6.7% |
| 3Y | -27.4% | +80.7% | -108.1% | -50.8% |
| 5Y | -65.0% | +69.4% | -134.4% | -76.4% |
| All | +2.1% | +238.3% | -236.2% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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