+2.6%
AVTR vs VIG
+144.4%
-141.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -2.0% | -2.2% | +0.2% | +0.6% |
| 30D | +8.1% | -3.2% | +11.3% | +12.3% |
| 3M | +54.2% | +3.0% | +51.2% | +48.5% |
| 6M | +82.6% | +8.1% | +74.4% | +66.3% |
| YTD | +29.8% | +9.1% | +20.8% | +17.5% |
| 1Y | +18.0% | +12.6% | +5.4% | +3.3% |
| 3Y | -26.4% | +55.4% | -81.8% | -54.7% |
| 5Y | -64.8% | +62.8% | -127.6% | -79.4% |
| All | +2.6% | +144.4% | -141.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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