+160.6%
XOP vs AVTR
-64.4%
+225.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | +1.0% | +1.6% | -0.6% | +0.7% |
| 30D | +10.8% | +8.4% | +2.5% | +9.3% |
| 3M | +19.5% | +50.2% | -30.7% | +11.0% |
| 6M | +21.6% | +82.6% | -61.0% | +8.5% |
| YTD | +55.8% | +29.8% | +26.0% | +48.0% |
| 1Y | +54.6% | +16.0% | +38.7% | +47.8% |
| 3Y | +36.6% | -26.4% | +63.1% | +39.3% |
| 5Y | +160.6% | -64.5% | +225.1% | +186.2% |
| All | +160.6% | -64.4% | +225.1% | +186.2% |
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