+30.5%
XEL vs ATI
+1,021.8%
-991.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.6% | -0.8% |
| 7D | -1.2% | -2.7% | +1.5% | -1.1% |
| 30D | -2.9% | -13.5% | +10.6% | -2.1% |
| 3M | -2.7% | +8.5% | -11.2% | -3.3% |
| 6M | -6.5% | +25.2% | -31.7% | -8.0% |
| YTD | +3.6% | +73.4% | -69.8% | +0.2% |
| 1Y | +7.5% | +160.5% | -153.0% | +1.5% |
| 3Y | +46.3% | +347.3% | -301.0% | +29.8% |
| 5Y | +30.5% | +1,049.0% | -1,018.4% | +3.4% |
| All | +30.5% | +1,021.8% | -991.2% | +3.4% |
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