-24.6%
AVTR vs ESI
+82.9%
-107.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +7.4% | +5.4% | +2.0% | +5.5% |
| 30D | +12.2% | -4.2% | +16.4% | +13.6% |
| 3M | +57.4% | -9.6% | +67.0% | +59.7% |
| 6M | +86.7% | +18.3% | +68.3% | +64.4% |
| YTD | +33.1% | +45.8% | -12.8% | +4.8% |
| 1Y | +16.1% | +39.2% | -23.0% | -6.6% |
| 3Y | -24.6% | +86.3% | -110.9% | -50.2% |
| All | -24.6% | +82.9% | -107.5% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling