-1.3%
EIX vs AVTR
-25.8%
+24.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +4.4% |
| 7D | +0.9% | +7.4% | -6.5% | +0.3% |
| 30D | -13.5% | +12.2% | -25.8% | -14.4% |
| 3M | -15.3% | +57.4% | -72.6% | -18.9% |
| 6M | -15.3% | +86.7% | -102.0% | -20.6% |
| YTD | +2.7% | +33.1% | -30.3% | -0.1% |
| 1Y | +17.4% | +16.1% | +1.3% | +15.3% |
| 3Y | -1.3% | -24.6% | +23.3% | -0.5% |
| All | -1.3% | -25.8% | +24.5% | -0.5% |
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 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