+50.4%
IEFA vs AVTR
-64.6%
+115.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | -1.5% | +6.3% | -7.8% | -2.4% |
| 3M | +3.4% | +53.3% | -49.9% | -3.7% |
| 6M | +9.5% | +78.6% | -69.2% | -0.8% |
| YTD | +13.0% | +29.2% | -16.2% | +7.5% |
| 1Y | +18.0% | +13.8% | +4.2% | +13.2% |
| 3Y | +65.4% | -27.4% | +92.8% | +68.2% |
| All | +50.4% | -64.6% | +115.0% | +73.6% |
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