+96.3%
XOP vs AVTR
+1.1%
+95.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.6% | -2.0% | +3.7% | +2.2% |
| 30D | +9.6% | +8.1% | +1.5% | +7.1% |
| 3M | +16.9% | +54.2% | -37.3% | +2.4% |
| 6M | +24.0% | +82.6% | -58.5% | +2.3% |
| YTD | +56.2% | +29.8% | +26.4% | +41.8% |
| 1Y | +51.8% | +18.0% | +33.8% | +38.4% |
| 3Y | +37.0% | -26.4% | +63.4% | +39.1% |
| 5Y | +163.4% | -64.8% | +228.2% | +244.6% |
| All | +96.3% | +1.1% | +95.2% | +52.6% |
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 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