+1,215.8%
AEP vs ATI
+955.8%
+260.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | -0.8% | +1.3% | -2.1% | -1.0% |
| 30D | +4.9% | -4.8% | +9.6% | +5.2% |
| 3M | +4.9% | -19.9% | +24.8% | +7.1% |
| 6M | -0.3% | +15.4% | -15.6% | -2.5% |
| YTD | +14.3% | +59.2% | -44.9% | +7.4% |
| 1Y | +7.5% | +86.3% | -78.7% | -0.8% |
| 3Y | +82.6% | +318.2% | -235.6% | +49.8% |
| 5Y | +81.5% | +958.6% | -877.2% | +31.1% |
| 10Y | +203.2% | +996.8% | -793.6% | +97.1% |
| All | +1,215.8% | +955.8% | +260.1% | +496.8% |
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