+1,171.8%
AEP vs ATI
+1,117.2%
+54.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.5% |
| 7D | +1.8% | -0.1% | +1.8% | +1.8% |
| 30D | -0.8% | +2.7% | -3.5% | -1.2% |
| 3M | -1.8% | +16.3% | -18.1% | -3.8% |
| 6M | -5.4% | +30.2% | -35.5% | -8.7% |
| YTD | +10.4% | +83.6% | -73.1% | +2.5% |
| 1Y | +18.2% | +173.0% | -154.9% | +4.6% |
| 3Y | +79.0% | +356.6% | -277.7% | +45.7% |
| 5Y | +64.8% | +1,074.2% | -1,009.4% | +17.9% |
| 10Y | +170.8% | +1,136.2% | -965.4% | +73.5% |
| All | +1,171.8% | +1,117.2% | +54.6% | +469.7% |
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