+33.4%
EIX vs AVTR
+1.1%
+32.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.8% |
| 7D | +4.1% | +1.6% | +2.5% | +3.8% |
| 30D | -15.3% | +8.4% | -23.7% | -16.5% |
| 3M | -18.4% | +50.2% | -68.6% | -24.0% |
| 6M | -16.8% | +82.6% | -99.4% | -25.4% |
| YTD | -0.6% | +29.8% | -30.4% | -5.8% |
| 1Y | +10.7% | +16.0% | -5.3% | +5.8% |
| 3Y | -4.5% | -26.4% | +22.0% | -3.2% |
| 5Y | +24.0% | -64.5% | +88.5% | +42.8% |
| All | +33.4% | +1.1% | +32.3% | +15.5% |
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 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