-7.1%
XLU vs AVTR
+84.8%
-92.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -1.2% |
| 7D | +0.6% | +1.6% | -0.9% | +0.7% |
| 30D | -0.4% | +8.4% | -8.8% | -0.2% |
| 3M | -1.7% | +50.2% | -51.9% | -0.3% |
| 6M | -7.1% | +82.6% | -89.7% | -5.0% |
| All | -7.1% | +84.8% | -92.0% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling