+149.9%
XLE vs ATI
+871.8%
-721.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.8% |
| 7D | -12.0% | +6.2% | -18.2% | -13.0% |
| 30D | -2.7% | -7.1% | +4.3% | -1.8% |
| 3M | +6.6% | -21.3% | +27.9% | +10.6% |
| 6M | +9.5% | +6.5% | +3.0% | +6.6% |
| YTD | +40.6% | +53.2% | -12.6% | +24.6% |
| 1Y | +43.6% | +82.7% | -39.1% | +22.0% |
| 3Y | +58.1% | +314.3% | -256.2% | +3.6% |
| All | +149.9% | +871.8% | -721.8% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling