+61.5%
XEL vs AVTR
+0.6%
+60.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | -3.9% | +6.3% | -10.3% | -4.6% |
| 3M | -2.8% | +53.3% | -56.1% | -7.5% |
| 6M | -5.4% | +78.6% | -84.0% | -11.7% |
| YTD | +3.8% | +29.2% | -25.5% | +0.2% |
| 1Y | +6.8% | +13.8% | -7.0% | +3.8% |
| 3Y | +45.6% | -27.4% | +73.0% | +47.6% |
| 5Y | +30.7% | -65.0% | +95.7% | +45.7% |
| All | +61.5% | +0.6% | +60.9% | +48.2% |
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