+10.2%
EIX vs AVTR
-15.3%
+25.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +8.9% | -0.6% | +9.5% | +8.9% |
| 3M | -9.8% | +13.4% | -23.2% | -10.8% |
| 6M | -10.2% | +87.4% | -97.6% | -15.4% |
| YTD | +5.9% | +35.9% | -29.9% | +3.0% |
| 1Y | +10.9% | +35.4% | -24.5% | +7.8% |
| 3Y | +10.2% | -16.1% | +26.3% | +7.7% |
| All | +10.2% | -15.3% | +25.5% | +7.7% |
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