+188.0%
SE vs AVTR
+5.8%
+182.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | 0.0% | -0.1% | +0.2% | +0.1% |
| 30D | -19.4% | -0.6% | -18.7% | -19.4% |
| 3M | -33.1% | +13.4% | -46.5% | -36.4% |
| 6M | -11.4% | +87.4% | -98.8% | -31.3% |
| YTD | -39.8% | +35.9% | -75.7% | -47.8% |
| 1Y | -50.5% | +35.4% | -85.9% | -57.3% |
| 3Y | +68.9% | -16.1% | +85.0% | +59.9% |
| 5Y | -77.1% | -59.4% | -17.7% | -69.1% |
| All | +188.0% | +5.8% | +182.2% | +176.9% |
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