+2.6%
AVTR vs XYL
+54.1%
-51.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -2.0% | -1.2% | -0.8% | -1.4% |
| 30D | +8.1% | -13.2% | +21.2% | +16.3% |
| 3M | +54.2% | -0.2% | +54.4% | +53.6% |
| 6M | +82.6% | -12.5% | +95.1% | +94.3% |
| YTD | +29.8% | -20.9% | +50.7% | +45.5% |
| 1Y | +18.0% | -21.6% | +39.6% | +32.7% |
| 3Y | -26.4% | +16.1% | -42.6% | -33.5% |
| 5Y | -64.8% | -15.6% | -49.2% | -63.4% |
| All | +2.6% | +54.1% | -51.5% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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