+178.0%
XLE vs AVTR
+1.7%
+176.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.6% |
| 7D | +2.2% | +2.7% | -0.5% | +1.6% |
| 30D | +11.8% | +12.1% | -0.3% | +9.0% |
| 3M | +9.8% | +57.2% | -47.4% | -1.4% |
| 6M | +15.6% | +73.1% | -57.5% | +0.9% |
| YTD | +45.3% | +30.6% | +14.6% | +34.7% |
| 1Y | +48.3% | +13.5% | +34.8% | +39.6% |
| 3Y | +55.4% | -31.0% | +86.4% | +60.7% |
| 5Y | +216.1% | -63.2% | +279.3% | +285.8% |
| All | +178.0% | +1.7% | +176.3% | +103.9% |
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