+43.6%
EEM vs AVTR
-64.7%
+108.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.7% | -2.0% | +1.3% | -0.4% |
| 30D | +2.4% | +8.1% | -5.7% | +1.3% |
| 3M | +4.2% | +54.2% | -50.0% | -2.4% |
| 6M | +14.8% | +82.6% | -67.8% | +4.7% |
| YTD | +23.1% | +29.8% | -6.7% | +17.3% |
| 1Y | +32.5% | +18.0% | +14.5% | +26.6% |
| 3Y | +85.9% | -26.4% | +112.3% | +87.3% |
| 5Y | +43.6% | -64.8% | +108.4% | +64.1% |
| All | +43.6% | -64.7% | +108.2% | +64.1% |
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