+163.9%
XLE vs ATI
+1,119.3%
-955.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.6% | -0.9% |
| 7D | -7.9% | +6.0% | -13.9% | -9.5% |
| 30D | -4.8% | -3.6% | -1.2% | -4.5% |
| 3M | +8.4% | -18.9% | +27.2% | +13.7% |
| 6M | +12.7% | +16.7% | -4.0% | +5.3% |
| YTD | +41.3% | +61.1% | -19.8% | +17.9% |
| 1Y | +42.3% | +89.3% | -47.0% | +12.8% |
| 3Y | +65.1% | +333.3% | -268.2% | -5.1% |
| 5Y | +150.2% | +954.5% | -804.3% | +2.1% |
| 10Y | +163.9% | +1,067.0% | -903.1% | -5.8% |
| All | +163.9% | +1,119.3% | -955.4% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling