-68.6%
AAL vs ATI
+961.4%
-1,030.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | +0.5% |
| 7D | -0.1% | +4.2% | -4.2% | -1.8% |
| 30D | +11.7% | -2.5% | +14.2% | +12.0% |
| 3M | -12.5% | -19.4% | +6.9% | -5.3% |
| 6M | +3.6% | +11.1% | -7.5% | -3.1% |
| YTD | -14.1% | +59.5% | -73.6% | -31.4% |
| 1Y | +0.8% | +85.8% | -85.0% | -24.8% |
| 3Y | +11.8% | +311.9% | -300.1% | -44.7% |
| 5Y | -35.1% | +963.2% | -998.3% | -79.6% |
| All | -68.6% | +961.4% | -1,030.0% | -91.1% |
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