+307.6%
SE vs AVTR
+1.1%
+306.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.2% |
| 7D | -3.6% | +1.6% | -5.2% | -4.2% |
| 30D | -5.3% | +8.4% | -13.7% | -8.1% |
| 3M | +28.1% | +50.2% | -22.1% | +8.8% |
| 6M | +20.7% | +82.6% | -61.9% | -5.3% |
| YTD | -14.8% | +29.8% | -44.6% | -24.6% |
| 1Y | -43.6% | +16.0% | -59.6% | -49.4% |
| 3Y | +184.2% | -26.4% | +210.7% | +185.7% |
| 5Y | -66.3% | -64.5% | -1.8% | -52.2% |
| All | +307.6% | +1.1% | +306.5% | +300.2% |
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