+2.6%
AVTR vs XLRE
+51.6%
-48.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.6% |
| 7D | +1.6% | -0.7% | +2.3% | +2.2% |
| 30D | +8.4% | -2.2% | +10.6% | +10.3% |
| 3M | +50.2% | -2.6% | +52.8% | +53.1% |
| 6M | +82.6% | +2.6% | +80.0% | +78.3% |
| YTD | +29.8% | +9.3% | +20.6% | +20.5% |
| 1Y | +16.0% | +7.2% | +8.8% | +9.9% |
| 3Y | -26.4% | +31.3% | -57.8% | -40.7% |
| 5Y | -64.5% | +8.1% | -72.6% | -67.0% |
| All | +2.6% | +51.6% | -48.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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