+74.6%
ELV vs AVTR
+0.6%
+74.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +2.8% | -1.1% | +3.8% | +3.0% |
| 30D | +4.9% | +6.3% | -1.4% | +3.4% |
| 3M | +4.9% | +53.3% | -48.4% | -5.5% |
| 6M | +45.1% | +78.6% | -33.6% | +25.6% |
| YTD | +20.7% | +29.2% | -8.6% | +12.0% |
| 1Y | +35.0% | +13.8% | +21.2% | +27.2% |
| 3Y | -2.4% | -27.4% | +25.0% | -0.8% |
| 5Y | +25.5% | -65.0% | +90.5% | +55.4% |
| All | +74.6% | +0.6% | +74.0% | +42.0% |
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