+77.8%
ECL vs AVTR
-15.6%
+93.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -1.9% |
| 7D | -0.8% | -3.6% | +2.9% | -0.4% |
| 30D | +8.1% | +0.8% | +7.3% | +8.0% |
| 3M | +6.4% | +17.4% | -11.0% | +4.2% |
| 6M | +14.8% | +83.5% | -68.8% | +6.3% |
| YTD | +15.5% | +35.0% | -19.5% | +10.4% |
| 1Y | +20.1% | +36.7% | -16.5% | +14.6% |
| 3Y | +77.8% | -15.3% | +93.1% | +75.5% |
| All | +77.8% | -15.6% | +93.3% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling