+135.9%
XLU vs ATI
+1,154.1%
-1,018.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -5.6% | +4.0% | -1.0% |
| 30D | -3.3% | -13.7% | +10.4% | -1.8% |
| 3M | -3.2% | -0.4% | -2.8% | -3.3% |
| 6M | -7.0% | +26.2% | -33.2% | -9.9% |
| YTD | +0.6% | +73.2% | -72.6% | -6.0% |
| 1Y | +2.4% | +161.6% | -159.2% | -8.9% |
| 3Y | +46.3% | +346.2% | -299.9% | +19.6% |
| 5Y | +44.0% | +1,047.6% | -1,003.7% | +3.7% |
| All | +135.9% | +1,154.1% | -1,018.2% | +50.5% |
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