+41.6%
XLC vs AVTR
-59.8%
+101.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +6.2% | -0.1% | +6.4% | +6.2% |
| 30D | -2.4% | -0.6% | -1.7% | -2.3% |
| 3M | -3.3% | +13.4% | -16.7% | -5.5% |
| 6M | -7.3% | +87.4% | -94.7% | -17.5% |
| YTD | -7.6% | +35.9% | -43.5% | -13.4% |
| 1Y | -3.7% | +35.4% | -39.1% | -9.8% |
| 3Y | +62.9% | -16.1% | +79.0% | +60.0% |
| 5Y | +41.6% | -59.4% | +101.0% | +72.6% |
| All | +41.6% | -59.8% | +101.5% | +72.6% |
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