+1,023.6%
XEL vs ATI
+1,117.2%
-93.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.1% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -1.9% | +2.7% | -4.6% | -2.2% |
| 3M | -1.9% | +16.3% | -18.2% | -3.6% |
| 6M | -7.4% | +30.2% | -37.6% | -10.3% |
| YTD | +4.1% | +83.6% | -79.5% | -2.5% |
| 1Y | +8.0% | +173.0% | -165.0% | -2.9% |
| 3Y | +48.4% | +356.6% | -308.3% | +24.0% |
| 5Y | +27.2% | +1,074.2% | -1,046.9% | -5.3% |
| 10Y | +146.8% | +1,136.2% | -989.4% | +66.6% |
| All | +1,023.6% | +1,117.2% | -93.6% | +452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling