+250.2%
XLI vs ATI
+1,155.5%
-905.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +2.9% | +0.2% |
| 7D | -2.3% | -2.7% | +0.4% | -1.7% |
| 30D | -8.2% | -13.5% | +5.4% | -4.9% |
| 3M | +0.8% | +8.5% | -7.8% | -1.7% |
| 6M | +0.8% | +25.2% | -24.3% | -5.3% |
| YTD | +10.5% | +73.4% | -62.9% | -4.3% |
| 1Y | +14.1% | +160.5% | -146.4% | -10.8% |
| 3Y | +68.6% | +347.3% | -278.7% | +11.2% |
| 5Y | +80.4% | +1,049.0% | -968.6% | -8.4% |
| All | +250.2% | +1,155.5% | -905.4% | +56.2% |
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 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