+86.3%
XOP vs AVTR
+5.6%
+80.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +6.3% | +0.5% | +5.9% | +6.2% |
| 30D | -6.6% | -1.0% | -5.6% | -6.4% |
| 3M | +3.6% | +12.2% | -8.6% | 0.0% |
| 6M | +10.8% | +97.5% | -86.7% | -10.2% |
| YTD | +48.3% | +35.6% | +12.7% | +32.7% |
| 1Y | +42.9% | +32.8% | +10.1% | +28.4% |
| 3Y | +43.3% | -16.5% | +59.8% | +39.6% |
| 5Y | +94.0% | -59.1% | +153.1% | +140.3% |
| All | +86.3% | +5.6% | +80.8% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling