+153.4%
EXE vs AVTR
-47.6%
+201.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +5.3% | +0.5% | +4.9% | +5.3% |
| 30D | -2.2% | -1.0% | -1.2% | -2.1% |
| 3M | -5.9% | +12.2% | -18.1% | -6.9% |
| 6M | -5.7% | +97.5% | -103.2% | -11.3% |
| YTD | -17.8% | +35.6% | -53.4% | -20.2% |
| 1Y | -23.1% | +32.8% | -55.9% | -25.2% |
| 3Y | +21.2% | -16.5% | +37.7% | +21.7% |
| 5Y | +78.8% | -59.1% | +138.0% | +85.8% |
| All | +153.4% | -47.6% | +201.1% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling