+61.9%
ECL vs AVTR
+1.1%
+60.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.5% |
| 7D | -2.7% | +1.6% | -4.3% | -3.1% |
| 30D | -4.3% | +8.4% | -12.7% | -6.2% |
| 3M | +3.2% | +50.2% | -46.9% | -7.3% |
| 6M | -2.9% | +82.6% | -85.5% | -17.5% |
| YTD | +4.3% | +29.8% | -25.6% | -4.0% |
| 1Y | +1.6% | +16.0% | -14.3% | -5.1% |
| 3Y | +54.3% | -26.4% | +80.7% | +55.6% |
| 5Y | +26.5% | -64.5% | +90.9% | +57.2% |
| All | +61.9% | +1.1% | +60.8% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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