+172.7%
XLE vs ATI
+1,073.5%
-900.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.7% |
| 7D | +2.2% | -0.1% | +2.3% | +2.1% |
| 30D | +11.8% | +2.7% | +9.1% | +10.6% |
| 3M | +9.8% | +16.3% | -6.5% | +4.2% |
| 6M | +15.6% | +30.2% | -14.6% | +4.6% |
| YTD | +45.3% | +83.6% | -38.3% | +18.2% |
| 1Y | +48.3% | +173.0% | -124.7% | +6.1% |
| 3Y | +55.4% | +356.6% | -301.2% | -10.5% |
| 5Y | +216.1% | +1,074.2% | -858.1% | +27.5% |
| All | +172.7% | +1,073.5% | -900.8% | -2.6% |
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