+64.4%
XEL vs AVTR
+3.6%
+60.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.3% | +1.3% |
| 7D | +1.3% | +7.4% | -6.1% | +0.6% |
| 30D | -1.5% | +12.2% | -13.7% | -2.7% |
| 3M | -0.2% | +57.4% | -57.6% | -5.2% |
| 6M | -5.4% | +86.7% | -92.1% | -12.2% |
| YTD | +5.6% | +33.1% | -27.4% | +1.8% |
| 1Y | +10.5% | +16.1% | -5.7% | +7.2% |
| 3Y | +49.2% | -24.6% | +73.8% | +50.6% |
| 5Y | +30.1% | -63.5% | +93.6% | +44.3% |
| All | +64.4% | +3.6% | +60.8% | +50.4% |
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