+67.6%
ELV vs AVTR
+3.6%
+64.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -1.8% |
| 7D | -0.3% | +7.4% | -7.7% | -1.8% |
| 30D | +2.0% | +12.2% | -10.3% | -0.6% |
| 3M | -3.5% | +57.4% | -60.9% | -13.5% |
| 6M | +40.2% | +86.7% | -46.5% | +20.2% |
| YTD | +15.8% | +33.1% | -17.2% | +6.8% |
| 1Y | +33.2% | +16.1% | +17.0% | +24.9% |
| 3Y | -6.2% | -24.6% | +18.4% | -5.6% |
| 5Y | +16.4% | -63.5% | +79.9% | +42.7% |
| All | +67.6% | +3.6% | +64.0% | +35.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling