+44.2%
XLU vs AVTR
-64.6%
+108.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | -3.3% | +6.3% | -9.6% | -3.8% |
| 3M | -3.2% | +53.3% | -56.5% | -6.6% |
| 6M | -7.0% | +78.6% | -85.6% | -11.6% |
| YTD | +0.6% | +29.2% | -28.6% | -1.7% |
| 1Y | +2.4% | +13.8% | -11.4% | +0.5% |
| 3Y | +46.3% | -27.4% | +73.7% | +48.7% |
| All | +44.2% | -64.6% | +108.8% | +54.9% |
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 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