+2.6%
AVTR vs XHB
+156.8%
-154.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.5% |
| 7D | -2.0% | -5.2% | +3.2% | +1.4% |
| 30D | +8.1% | -12.1% | +20.2% | +17.4% |
| 3M | +54.2% | -6.2% | +60.4% | +59.1% |
| 6M | +82.6% | -6.7% | +89.3% | +87.9% |
| YTD | +29.8% | -5.5% | +35.3% | +32.1% |
| 1Y | +18.0% | -15.6% | +33.6% | +30.6% |
| 3Y | -26.4% | +22.0% | -48.4% | -37.1% |
| 5Y | -64.8% | +31.8% | -96.7% | -72.2% |
| All | +2.6% | +156.8% | -154.2% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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