+39.4%
XOP vs AVTR
-26.6%
+66.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | +10.8% | +8.4% | +2.5% | +9.7% |
| 3M | +19.5% | +50.2% | -30.7% | +13.2% |
| 6M | +21.6% | +82.6% | -61.0% | +11.7% |
| YTD | +55.8% | +29.8% | +26.0% | +50.7% |
| 1Y | +54.6% | +16.0% | +38.7% | +50.1% |
| All | +39.4% | -26.6% | +66.0% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling