+7.2%
AVTR vs XME
+277.0%
-269.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +0.5% | +0.3% | +0.1% | +0.3% |
| 30D | -1.0% | -6.1% | +5.1% | +1.3% |
| 3M | +12.2% | -18.6% | +30.8% | +21.1% |
| 6M | +97.5% | -23.9% | +121.4% | +117.2% |
| YTD | +35.6% | -9.3% | +44.9% | +37.3% |
| 1Y | +32.8% | +1.8% | +31.1% | +27.7% |
| 3Y | -16.5% | +93.0% | -109.5% | -40.3% |
| 5Y | -59.1% | +107.0% | -166.1% | -72.6% |
| All | +7.2% | +277.0% | -269.8% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling