+37.8%
XLC vs AVTR
-63.6%
+101.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.8% |
| 7D | +0.6% | +7.4% | -6.8% | -0.6% |
| 30D | +0.2% | +12.2% | -12.0% | -1.7% |
| 3M | +0.6% | +57.4% | -56.7% | -7.3% |
| 6M | -4.5% | +86.7% | -91.2% | -15.0% |
| YTD | -4.7% | +33.1% | -37.8% | -10.2% |
| 1Y | -1.7% | +16.1% | -17.8% | -6.3% |
| 3Y | +72.3% | -24.6% | +96.9% | +74.2% |
| 5Y | +37.8% | -63.5% | +101.2% | +68.8% |
| All | +37.8% | -63.6% | +101.3% | +68.8% |
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