+28.1%
ECL vs AVTR
-63.6%
+91.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | -0.8% | +7.4% | -8.2% | -2.2% |
| 30D | -2.5% | +12.2% | -14.7% | -4.7% |
| 3M | +8.3% | +57.4% | -49.0% | -1.5% |
| 6M | -1.1% | +86.7% | -87.7% | -13.6% |
| YTD | +6.5% | +33.1% | -26.6% | -0.7% |
| 1Y | +2.1% | +16.1% | -14.1% | -3.2% |
| 3Y | +57.6% | -24.6% | +82.2% | +58.0% |
| 5Y | +28.1% | -63.5% | +91.5% | +58.0% |
| All | +28.1% | -63.6% | +91.6% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling