-24.6%
AVTR vs XME
+136.1%
-160.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.5% |
| 7D | +7.4% | +3.6% | +3.8% | +6.1% |
| 30D | +12.2% | +3.6% | +8.6% | +10.7% |
| 3M | +57.4% | +1.2% | +56.2% | +56.3% |
| 6M | +86.7% | +9.0% | +77.6% | +79.1% |
| YTD | +33.1% | +15.9% | +17.1% | +23.3% |
| 1Y | +16.1% | +43.2% | -27.0% | -3.3% |
| 3Y | -24.6% | +137.4% | -162.0% | -50.5% |
| All | -24.6% | +136.1% | -160.7% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling