+55.0%
XEL vs ATI
+318.7%
-263.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.9% | +0.2% |
| 7D | +2.4% | +4.2% | -1.7% | +2.4% |
| 30D | +8.3% | -2.5% | +10.8% | +8.3% |
| 3M | +4.2% | -19.4% | +23.6% | +4.5% |
| 6M | +3.7% | +11.1% | -7.4% | +3.4% |
| YTD | +13.1% | +59.5% | -46.5% | +12.4% |
| 1Y | +5.0% | +85.8% | -80.8% | +4.5% |
| 3Y | +55.0% | +311.9% | -256.9% | +52.1% |
| All | +55.0% | +318.7% | -263.7% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling