+98.9%
EEM vs AVTR
+0.6%
+98.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.3% |
| 7D | -1.3% | -1.1% | -0.2% | -1.1% |
| 30D | +2.1% | +6.3% | -4.2% | +0.9% |
| 3M | +1.0% | +53.3% | -52.3% | -7.6% |
| 6M | +15.9% | +78.6% | -62.7% | +2.5% |
| YTD | +24.6% | +29.2% | -4.6% | +16.9% |
| 1Y | +32.3% | +13.8% | +18.4% | +25.4% |
| 3Y | +85.9% | -27.4% | +113.4% | +88.1% |
| 5Y | +45.4% | -65.0% | +110.4% | +73.2% |
| All | +98.9% | +0.6% | +98.3% | +71.2% |
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