+18.2%
AEP vs ATI
+176.2%
-158.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.3% |
| 7D | +1.8% | -0.1% | +1.8% | +1.8% |
| 30D | -0.8% | +2.7% | -3.5% | -0.9% |
| 3M | -1.8% | +16.3% | -18.1% | -2.5% |
| 6M | -5.4% | +30.2% | -35.5% | -6.7% |
| YTD | +10.4% | +83.6% | -73.1% | +6.6% |
| 1Y | +18.2% | +173.0% | -154.9% | +14.5% |
| All | +18.2% | +176.2% | -158.1% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling