+140.7%
EXPE vs AVTR
+1.1%
+139.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.1% |
| 7D | -11.5% | +1.6% | -13.1% | -12.1% |
| 30D | -13.1% | +8.4% | -21.4% | -15.6% |
| 3M | +18.1% | +50.2% | -32.0% | +1.6% |
| 6M | +13.3% | +82.6% | -69.3% | -9.6% |
| YTD | -3.2% | +29.8% | -33.1% | -13.3% |
| 1Y | +26.1% | +16.0% | +10.2% | +15.0% |
| 3Y | +151.7% | -26.4% | +178.2% | +155.3% |
| 5Y | +88.3% | -64.5% | +152.8% | +148.5% |
| All | +140.7% | +1.1% | +139.7% | +92.2% |
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