+8.5%
AEP vs ATI
+91.4%
-82.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.6% | +1.0% |
| 7D | +0.7% | +4.7% | -4.0% | +0.7% |
| 30D | +4.8% | -0.2% | +5.0% | +4.8% |
| 3M | +5.4% | -18.5% | +23.8% | +5.8% |
| 6M | +0.4% | +16.4% | -16.0% | -0.8% |
| YTD | +15.5% | +63.4% | -47.9% | +10.7% |
| 1Y | +8.5% | +91.5% | -83.0% | +3.1% |
| All | +8.5% | +91.4% | -82.9% | +3.1% |
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 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