+1,141.3%
ATI vs AEE
+933.2%
+208.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | -0.1% | +0.3% | -0.4% | -0.3% |
| 30D | +2.7% | -2.3% | +5.0% | +4.3% |
| 3M | +16.3% | +0.2% | +16.1% | +15.2% |
| 6M | +30.2% | -4.7% | +34.9% | +33.3% |
| YTD | +83.6% | +8.1% | +75.5% | +71.9% |
| 1Y | +173.0% | +8.5% | +164.5% | +153.5% |
| 3Y | +356.6% | +48.9% | +307.8% | +226.0% |
| 5Y | +1,074.2% | +39.9% | +1,034.3% | +761.1% |
| 10Y | +1,136.2% | +186.5% | +949.7% | +399.7% |
| All | +1,141.3% | +933.2% | +208.0% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling