+49.9%
XLE vs ATI
+86.4%
-36.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.1% | -4.8% |
| 7D | -7.2% | +8.3% | -15.5% | -6.3% |
| 30D | +0.1% | -7.3% | +7.4% | -0.5% |
| 3M | +9.2% | -10.5% | +19.7% | +8.3% |
| 6M | +8.4% | +16.4% | -8.0% | +11.8% |
| YTD | +44.9% | +56.1% | -11.2% | +45.7% |
| 1Y | +49.9% | +86.5% | -36.7% | +47.3% |
| All | +49.9% | +86.4% | -36.6% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling