+69.4%
ENB vs AVTR
-64.4%
+133.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.5% |
| 7D | -0.3% | +1.6% | -1.9% | -0.4% |
| 30D | -1.1% | +8.4% | -9.4% | -1.6% |
| 3M | -8.5% | +50.2% | -58.6% | -10.9% |
| 6M | -4.5% | +82.6% | -87.1% | -8.4% |
| YTD | +9.1% | +29.8% | -20.8% | +7.1% |
| 1Y | +8.0% | +16.0% | -8.0% | +6.3% |
| 3Y | +77.8% | -26.4% | +104.3% | +80.8% |
| 5Y | +69.4% | -64.5% | +133.8% | +79.0% |
| All | +69.4% | -64.4% | +133.8% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling