+76.0%
EXE vs ATI
+951.9%
-876.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.5% |
| 7D | -2.2% | +1.3% | -3.5% | -2.5% |
| 30D | -0.3% | -4.8% | +4.4% | +0.2% |
| 3M | -9.3% | -19.9% | +10.6% | -6.2% |
| 6M | -7.2% | +15.4% | -22.6% | -11.0% |
| YTD | -18.9% | +59.2% | -78.1% | -28.2% |
| 1Y | -21.7% | +86.3% | -107.9% | -33.2% |
| 3Y | +21.0% | +318.2% | -297.2% | -20.6% |
| 5Y | +76.0% | +958.6% | -882.7% | -17.8% |
| All | +76.0% | +951.9% | -876.0% | -17.8% |
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 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