+103.6%
EXE vs ATI
+1,101.9%
-998.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -1.8% | +3.2% | -5.0% | -2.4% |
| 30D | +6.4% | -9.0% | +15.4% | +8.1% |
| 3M | +9.2% | +15.1% | -5.8% | +5.8% |
| 6M | -7.0% | +38.1% | -45.1% | -13.8% |
| YTD | -9.5% | +80.7% | -90.1% | -21.2% |
| 1Y | +6.2% | +167.5% | -161.3% | -16.1% |
| 3Y | +20.7% | +366.0% | -345.3% | -21.5% |
| 5Y | +103.6% | +1,088.8% | -985.1% | -0.5% |
| All | +103.6% | +1,101.9% | -998.2% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling