+170.5%
AEP vs ATI
+1,154.1%
-983.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.9% | -5.6% | +4.7% | -0.5% |
| 30D | -1.1% | -13.7% | +12.7% | 0.0% |
| 3M | -3.3% | -0.4% | -2.9% | -3.4% |
| 6M | -4.6% | +26.2% | -30.9% | -6.7% |
| YTD | +9.4% | +73.2% | -63.8% | +4.5% |
| 1Y | +16.9% | +161.6% | -144.7% | +8.1% |
| 3Y | +76.6% | +346.2% | -269.5% | +53.5% |
| 5Y | +66.2% | +1,047.6% | -981.4% | +31.6% |
| All | +170.5% | +1,154.1% | -983.6% | +92.4% |
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