+1,090.2%
ATI vs XLRE
+89.0%
+1,001.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.0% |
| 7D | -5.6% | -1.2% | -4.5% | -4.6% |
| 30D | -13.7% | -2.4% | -11.3% | -11.8% |
| 3M | -0.4% | -2.5% | +2.1% | +1.2% |
| 6M | +26.2% | +4.0% | +22.3% | +20.5% |
| YTD | +73.2% | +9.3% | +63.9% | +57.3% |
| 1Y | +161.6% | +5.6% | +156.0% | +144.6% |
| 3Y | +346.2% | +31.3% | +314.9% | +228.1% |
| 5Y | +1,047.6% | +9.5% | +1,038.1% | +897.3% |
| All | +1,090.2% | +89.0% | +1,001.2% | +561.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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