+54.6%
XLE vs ATI
+363.8%
-309.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +11.8% | +2.7% | +9.1% | +11.3% |
| 3M | +9.8% | +16.3% | -6.5% | +7.6% |
| 6M | +15.6% | +30.2% | -14.6% | +11.2% |
| YTD | +45.3% | +83.6% | -38.3% | +31.3% |
| 1Y | +48.3% | +173.0% | -124.7% | +24.3% |
| All | +54.6% | +363.8% | -309.2% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling