+824.5%
XLE vs ATI
+915.7%
-91.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.3% |
| 7D | -12.0% | +6.2% | -18.2% | -13.6% |
| 30D | -2.7% | -7.1% | +4.3% | -1.4% |
| 3M | +6.6% | -21.3% | +27.9% | +12.9% |
| 6M | +9.5% | +6.5% | +3.0% | +5.2% |
| YTD | +40.6% | +53.2% | -12.6% | +19.6% |
| 1Y | +43.6% | +82.7% | -39.1% | +15.8% |
| 3Y | +58.1% | +314.3% | -256.2% | -5.1% |
| 5Y | +152.2% | +890.9% | -738.7% | +12.2% |
| 10Y | +172.9% | +1,142.3% | -969.4% | -1.7% |
| All | +824.5% | +915.7% | -91.3% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling