+1,091.6%
ATI vs XME
+426.6%
+665.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | +0.1% | -0.1% |
| 7D | -2.7% | -3.0% | +0.3% | +0.2% |
| 30D | -13.5% | -2.6% | -10.9% | -11.9% |
| 3M | +8.5% | +2.2% | +6.4% | +5.0% |
| 6M | +25.2% | +0.7% | +24.5% | +21.1% |
| YTD | +73.4% | +10.9% | +62.5% | +49.4% |
| 1Y | +160.5% | +35.7% | +124.8% | +78.5% |
| 3Y | +347.3% | +127.1% | +220.2% | +74.3% |
| 5Y | +1,049.0% | +168.5% | +880.5% | +246.0% |
| All | +1,091.6% | +426.6% | +665.0% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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