+343.5%
AEM vs ATI
+358.3%
-14.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +3.0% | +2.4% | +0.6% | +2.6% |
| 30D | +12.5% | -9.5% | +22.0% | +14.2% |
| 3M | +26.9% | +10.4% | +16.6% | +24.5% |
| 6M | -9.4% | +31.8% | -41.3% | -13.7% |
| YTD | +20.3% | +80.0% | -59.7% | +11.8% |
| 1Y | +33.8% | +175.8% | -142.0% | +21.0% |
| All | +343.5% | +358.3% | -14.7% | +293.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling