+9.1%
AON vs ATI
+1,021.8%
-1,012.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.3% |
| 7D | -5.9% | -2.7% | -3.2% | -5.7% |
| 30D | -13.7% | -13.5% | -0.2% | -12.7% |
| 3M | -8.3% | +8.5% | -16.8% | -9.2% |
| 6M | -3.6% | +25.2% | -28.8% | -6.1% |
| YTD | -12.4% | +73.4% | -85.8% | -17.8% |
| 1Y | -14.6% | +160.5% | -175.2% | -24.0% |
| 3Y | -5.7% | +347.3% | -353.0% | -24.6% |
| 5Y | +9.1% | +1,049.0% | -1,039.8% | -22.4% |
| All | +9.1% | +1,021.8% | -1,012.6% | -22.4% |
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