+80.5%
XLU vs AVTR
+0.6%
+79.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | -3.3% | +6.3% | -9.6% | -4.1% |
| 3M | -3.2% | +53.3% | -56.5% | -8.5% |
| 6M | -7.0% | +78.6% | -85.6% | -14.2% |
| YTD | +0.6% | +29.2% | -28.6% | -3.4% |
| 1Y | +2.4% | +13.8% | -11.4% | -0.9% |
| 3Y | +46.3% | -27.4% | +73.7% | +48.2% |
| 5Y | +44.0% | -65.0% | +109.0% | +62.9% |
| All | +80.5% | +0.6% | +79.9% | +62.0% |
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