+169.0%
XLE vs AVTR
+5.1%
+163.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -12.0% | -3.6% | -8.4% | -11.3% |
| 30D | -2.7% | +0.8% | -3.5% | -3.0% |
| 3M | +6.6% | +17.4% | -10.8% | +2.7% |
| 6M | +9.5% | +83.5% | -74.0% | -5.4% |
| YTD | +40.6% | +35.0% | +5.6% | +29.3% |
| 1Y | +43.6% | +36.7% | +6.9% | +31.4% |
| 3Y | +58.1% | -15.3% | +73.4% | +54.2% |
| 5Y | +152.2% | -59.5% | +211.7% | +199.8% |
| All | +169.0% | +5.1% | +163.9% | +95.6% |
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 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