+7.2%
AVTR vs VIG
+159.9%
-152.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.5% | +3.5% | -3.0% | -3.5% |
| 30D | -1.0% | +4.9% | -6.0% | -6.5% |
| 3M | +12.2% | +2.5% | +9.7% | +8.8% |
| 6M | +97.5% | +11.0% | +86.4% | +74.2% |
| YTD | +35.6% | +16.0% | +19.6% | +14.0% |
| 1Y | +32.8% | +17.5% | +15.3% | +10.0% |
| 3Y | -16.5% | +67.0% | -83.5% | -52.8% |
| 5Y | -59.1% | +64.8% | -123.9% | -76.5% |
| All | +7.2% | +159.9% | -152.7% | -58.4% |
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