+87.7%
EEM vs AVTR
-26.6%
+114.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | +2.0% | +1.6% | +0.4% | +1.8% |
| 30D | +5.1% | +8.4% | -3.3% | +4.3% |
| 3M | +4.6% | +50.2% | -45.6% | 0.0% |
| 6M | +17.8% | +82.6% | -64.8% | +10.2% |
| YTD | +25.8% | +29.8% | -4.0% | +21.3% |
| 1Y | +36.4% | +16.0% | +20.4% | +31.7% |
| All | +87.7% | -26.6% | +114.3% | +89.2% |
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 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