+197.7%
AON vs ATI
+1,154.1%
-956.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -6.3% | -5.6% | -0.7% | -5.8% |
| 30D | -14.1% | -13.7% | -0.4% | -12.8% |
| 3M | -9.5% | -0.4% | -9.1% | -9.7% |
| 6M | -4.0% | +26.2% | -30.2% | -7.2% |
| YTD | -13.8% | +73.2% | -87.0% | -19.8% |
| 1Y | -18.3% | +161.6% | -179.9% | -27.9% |
| 3Y | -7.2% | +346.2% | -353.4% | -25.2% |
| 5Y | +7.3% | +1,047.6% | -1,040.3% | -24.3% |
| All | +197.7% | +1,154.1% | -956.4% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling