-65.2%
AAL vs ATI
+1,072.6%
-1,137.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.0% |
| 7D | -0.3% | +3.2% | -3.5% | -1.6% |
| 30D | -19.0% | -9.0% | -10.0% | -15.9% |
| 3M | -5.1% | +15.1% | -20.2% | -11.3% |
| 6M | +15.5% | +38.1% | -22.7% | -0.3% |
| YTD | -15.8% | +80.7% | -96.4% | -35.1% |
| 1Y | -0.3% | +167.5% | -167.8% | -35.4% |
| 3Y | -7.7% | +366.0% | -373.6% | -55.5% |
| 5Y | -32.5% | +1,088.8% | -1,121.3% | -79.0% |
| All | -65.2% | +1,072.6% | -1,137.8% | -90.3% |
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