+110.5%
ICE vs AVTR
+1.1%
+109.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.3% | -2.0% | -3.3% | -4.9% |
| 30D | +3.0% | +8.1% | -5.0% | +1.3% |
| 3M | +11.4% | +54.2% | -42.8% | +0.9% |
| 6M | -2.0% | +82.6% | -84.6% | -15.0% |
| YTD | -3.1% | +29.8% | -33.0% | -9.5% |
| 1Y | -8.4% | +18.0% | -26.4% | -13.8% |
| 3Y | +40.7% | -26.4% | +67.2% | +42.7% |
| 5Y | +40.0% | -64.8% | +104.8% | +71.1% |
| All | +110.5% | +1.1% | +109.4% | +74.7% |
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