+31.8%
EIX vs AVTR
+1.7%
+30.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.1% |
| 7D | -19.1% | +2.7% | -21.8% | -19.5% |
| 30D | -16.9% | +12.1% | -29.0% | -18.5% |
| 3M | -20.0% | +57.2% | -77.3% | -26.1% |
| 6M | -21.3% | +73.1% | -94.4% | -28.8% |
| YTD | -1.7% | +30.6% | -32.3% | -7.0% |
| 1Y | +9.6% | +13.5% | -3.9% | +5.1% |
| 3Y | -3.7% | -31.0% | +27.3% | -1.1% |
| 5Y | +22.6% | -63.2% | +85.9% | +40.1% |
| All | +31.8% | +1.7% | +30.1% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling