+2.7%
EXE vs AVTR
+17.0%
-14.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.2% | -2.0% | -0.2% | -2.2% |
| 30D | -0.8% | +8.1% | -8.9% | -0.8% |
| 3M | +10.0% | +54.2% | -44.2% | +11.1% |
| 6M | -6.3% | +82.6% | -88.9% | -4.9% |
| YTD | -10.7% | +29.8% | -40.5% | -9.3% |
| 1Y | +2.7% | +18.0% | -15.3% | +5.6% |
| All | +2.7% | +17.0% | -14.3% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling