+949.2%
ATI vs AEE
+56.4%
+892.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.1% |
| 7D | +4.2% | +1.7% | +2.5% | +3.6% |
| 30D | -2.5% | +9.7% | -12.3% | -5.5% |
| 3M | -19.4% | +5.9% | -25.3% | -21.0% |
| 6M | +11.1% | +6.7% | +4.4% | +8.1% |
| YTD | +59.5% | +17.4% | +42.2% | +50.1% |
| 1Y | +85.8% | +12.7% | +73.1% | +77.3% |
| 3Y | +311.9% | +68.2% | +243.7% | +228.2% |
| All | +949.2% | +56.4% | +892.8% | +763.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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