+1,226.8%
AEP vs ATI
+998.8%
+228.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +2.5% | +13.0% | -10.5% | +1.1% |
| 30D | +3.4% | +0.2% | +3.2% | +3.1% |
| 3M | +4.2% | -17.5% | +21.7% | +6.1% |
| 6M | -0.8% | +18.1% | -18.9% | -3.3% |
| YTD | +15.2% | +65.7% | -50.5% | +7.8% |
| 1Y | +8.3% | +91.9% | -83.6% | -0.4% |
| 3Y | +84.2% | +335.2% | -251.1% | +50.4% |
| 5Y | +87.8% | +1,004.3% | -916.5% | +35.1% |
| 10Y | +204.4% | +1,019.2% | -814.8% | +97.6% |
| All | +1,226.8% | +998.8% | +228.1% | +499.2% |
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