+169.7%
EXE vs AVTR
-50.1%
+219.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -3.1% | -1.1% | -2.1% | -3.1% |
| 30D | -0.9% | +6.3% | -7.2% | -1.5% |
| 3M | +9.6% | +53.3% | -43.8% | +5.5% |
| 6M | -11.6% | +78.6% | -90.3% | -16.2% |
| YTD | -12.6% | +29.2% | -41.8% | -14.7% |
| 1Y | +1.2% | +13.8% | -12.7% | -0.6% |
| 3Y | +18.0% | -27.4% | +45.5% | +20.8% |
| 5Y | +101.1% | -65.0% | +166.1% | +108.2% |
| All | +169.7% | -50.1% | +219.8% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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