+8.5%
AVTR vs ESI
+235.5%
-227.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -2.9% | -0.7% |
| 7D | +0.5% | +1.8% | -1.3% | -0.4% |
| 30D | +1.5% | -6.6% | +8.1% | +3.9% |
| 3M | +14.2% | -9.4% | +23.6% | +17.4% |
| 6M | +97.4% | -24.1% | +121.5% | +114.7% |
| YTD | +37.3% | +37.1% | +0.1% | +9.1% |
| 1Y | +36.8% | +24.5% | +12.2% | +13.9% |
| 3Y | -15.2% | +83.2% | -98.4% | -43.6% |
| 5Y | -59.2% | +44.0% | -103.1% | -70.2% |
| All | +8.5% | +235.5% | -227.0% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling