+109.1%
IEFA vs AVTR
+3.6%
+105.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +1.2% | +7.4% | -6.2% | -0.2% |
| 30D | -0.6% | +12.2% | -12.8% | -2.7% |
| 3M | +6.2% | +57.4% | -51.2% | -3.2% |
| 6M | +11.2% | +86.7% | -75.5% | -2.3% |
| YTD | +14.2% | +33.1% | -18.9% | +6.7% |
| 1Y | +20.0% | +16.1% | +3.9% | +13.6% |
| 3Y | +68.8% | -24.6% | +93.4% | +70.0% |
| 5Y | +52.7% | -63.5% | +116.1% | +78.5% |
| All | +109.1% | +3.6% | +105.5% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling