+49.0%
XEL vs AVTR
-58.9%
+108.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +2.4% | +0.5% | +2.0% | +2.4% |
| 30D | +8.3% | -1.0% | +9.3% | +8.3% |
| 3M | +4.2% | +12.2% | -8.0% | +3.4% |
| 6M | +3.7% | +97.5% | -93.7% | -1.1% |
| YTD | +13.1% | +35.6% | -22.5% | +10.6% |
| 1Y | +5.0% | +32.8% | -27.8% | +2.8% |
| 3Y | +55.0% | -16.5% | +71.5% | +55.6% |
| All | +49.0% | -58.9% | +108.0% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling