+53.3%
XLE vs ATI
+166.0%
-112.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.0% |
| 7D | 0.0% | +3.2% | -3.2% | +0.3% |
| 30D | +12.6% | -9.0% | +21.6% | +11.9% |
| 3M | +11.8% | +15.1% | -3.2% | +13.3% |
| 6M | +16.1% | +38.1% | -22.1% | +18.8% |
| YTD | +46.9% | +80.7% | -33.8% | +46.0% |
| 1Y | +53.3% | +167.5% | -114.3% | +45.6% |
| All | +53.3% | +166.0% | -112.8% | +45.6% |
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 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