+174.8%
EXE vs ATI
+998.6%
-823.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.7% | +2.4% | -5.1% | -3.2% |
| 30D | -0.4% | -9.5% | +9.1% | +1.4% |
| 3M | +9.5% | +10.4% | -0.9% | +6.7% |
| 6M | -9.3% | +31.8% | -41.2% | -15.5% |
| YTD | -10.9% | +80.0% | -90.9% | -22.9% |
| 1Y | +4.3% | +175.8% | -171.5% | -19.0% |
| 3Y | +18.8% | +364.2% | -345.4% | -23.5% |
| 5Y | +101.4% | +1,076.9% | -975.5% | -4.9% |
| All | +174.8% | +998.6% | -823.8% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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