+39.3%
XLC vs AVTR
-64.7%
+104.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.7% | -2.0% | +0.4% | -1.3% |
| 30D | +0.2% | +8.1% | -7.9% | -1.1% |
| 3M | +0.7% | +54.2% | -53.5% | -6.9% |
| 6M | -4.5% | +82.6% | -87.0% | -14.6% |
| YTD | -4.7% | +29.8% | -34.6% | -9.9% |
| 1Y | -1.5% | +18.0% | -19.5% | -6.6% |
| 3Y | +72.2% | -26.4% | +98.7% | +74.8% |
| 5Y | +39.3% | -64.8% | +104.2% | +72.6% |
| All | +39.3% | -64.7% | +104.0% | +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