+20.7%
EXE vs AVTR
-25.8%
+46.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -1.8% | +7.4% | -9.2% | -2.1% |
| 30D | +6.4% | +12.2% | -5.8% | +5.8% |
| 3M | +9.2% | +57.4% | -48.1% | +7.3% |
| 6M | -7.0% | +86.7% | -93.6% | -9.4% |
| YTD | -9.5% | +33.1% | -42.5% | -10.3% |
| 1Y | +6.2% | +16.1% | -9.9% | +5.7% |
| 3Y | +20.7% | -24.6% | +45.4% | +22.0% |
| All | +20.7% | -25.8% | +46.5% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling