+101.4%
XLP vs ATI
+1,129.0%
-1,027.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.0% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -0.9% | +2.7% | -3.6% | -1.2% |
| 3M | +3.8% | +16.3% | -12.5% | +2.2% |
| 6M | -1.7% | +30.2% | -31.9% | -4.5% |
| YTD | +10.3% | +83.6% | -73.3% | +3.8% |
| 1Y | +7.8% | +173.0% | -165.2% | -2.3% |
| 3Y | +27.2% | +356.6% | -329.4% | +7.7% |
| 5Y | +32.5% | +1,074.2% | -1,041.7% | +0.5% |
| All | +101.4% | +1,129.0% | -1,027.6% | +44.5% |
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