+3,556.8%
AEM vs ATI
+1,117.2%
+2,439.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -1.7% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +24.0% | +2.7% | +21.3% | +23.3% |
| 3M | +16.1% | +16.3% | -0.2% | +12.8% |
| 6M | -11.6% | +30.2% | -41.8% | -15.8% |
| YTD | +21.5% | +83.6% | -62.0% | +9.2% |
| 1Y | +39.2% | +173.0% | -133.8% | +16.5% |
| 3Y | +347.4% | +356.6% | -9.2% | +231.4% |
| 5Y | +290.1% | +1,074.2% | -784.0% | +138.7% |
| 10Y | +357.8% | +1,136.2% | -778.4% | +133.4% |
| All | +3,556.8% | +1,117.2% | +2,439.6% | +1,721.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling