-59.4%
AVTR vs ESI
+39.6%
-98.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.1% | -6.6% | +6.5% | +2.3% |
| 30D | -0.6% | -9.8% | +9.2% | +2.7% |
| 3M | +13.4% | -11.9% | +25.3% | +17.4% |
| 6M | +87.4% | -25.1% | +112.5% | +102.8% |
| YTD | +35.9% | +31.9% | +4.0% | +9.8% |
| 1Y | +35.4% | +19.2% | +16.2% | +14.9% |
| 3Y | -16.1% | +76.2% | -92.3% | -43.2% |
| 5Y | -59.4% | +39.4% | -98.8% | -70.5% |
| All | -59.4% | +39.6% | -98.9% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling