+181.1%
XLE vs AVTR
+3.6%
+177.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | 0.0% | +7.4% | -7.4% | -1.5% |
| 30D | +12.6% | +12.2% | +0.4% | +9.8% |
| 3M | +11.8% | +57.4% | -45.5% | +0.5% |
| 6M | +16.1% | +86.7% | -70.6% | -0.4% |
| YTD | +46.9% | +33.1% | +13.8% | +35.7% |
| 1Y | +53.3% | +16.1% | +37.1% | +43.5% |
| 3Y | +54.9% | -24.6% | +79.5% | +56.1% |
| 5Y | +225.7% | -63.5% | +289.2% | +300.1% |
| All | +181.1% | +3.6% | +177.5% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling