+65.1%
AEP vs ATI
+1,086.3%
-1,021.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +0.9% | +2.4% | -1.5% | +0.7% |
| 30D | +1.5% | -9.5% | +11.0% | +2.1% |
| 3M | -1.7% | +10.4% | -12.0% | -2.4% |
| 6M | -4.0% | +31.8% | -35.8% | -6.1% |
| YTD | +10.6% | +80.0% | -69.4% | +5.9% |
| 1Y | +18.6% | +175.8% | -157.2% | +10.4% |
| 3Y | +78.7% | +364.2% | -285.5% | +54.2% |
| 5Y | +65.1% | +1,076.9% | -1,011.8% | +25.0% |
| All | +65.1% | +1,086.3% | -1,021.2% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling