-64.5%
AVTR vs XME
+183.2%
-247.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +8.4% | +1.4% | +7.0% | +7.7% |
| 3M | +50.2% | +2.7% | +47.4% | +48.0% |
| 6M | +82.6% | +6.5% | +76.1% | +76.7% |
| YTD | +29.8% | +15.2% | +14.7% | +21.2% |
| 1Y | +16.0% | +43.5% | -27.5% | -1.4% |
| 3Y | -26.4% | +135.9% | -162.3% | -49.0% |
| 5Y | -64.5% | +181.5% | -245.9% | -76.5% |
| All | -64.5% | +183.2% | -247.7% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling