+7.2%
AVTR vs XYL
+36.2%
-29.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.5% | -3.7% | +4.2% | +2.4% |
| 30D | -1.0% | -8.3% | +7.3% | +2.2% |
| 3M | +12.2% | -21.4% | +33.6% | +25.1% |
| 6M | +97.5% | -12.9% | +110.4% | +107.7% |
| YTD | +35.6% | -30.1% | +65.7% | +59.4% |
| 1Y | +32.8% | -35.2% | +68.0% | +62.6% |
| 3Y | -16.5% | -0.8% | -15.7% | -19.3% |
| 5Y | -59.1% | -23.2% | -35.9% | -56.0% |
| All | +7.2% | +36.2% | -29.0% | -16.2% |
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