+1,136.8%
ATI vs AEIS
+558.2%
+578.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.2% |
| 7D | +2.4% | +6.5% | -4.1% | -0.8% |
| 30D | -9.5% | -9.2% | -0.3% | -5.7% |
| 3M | +10.4% | -8.3% | +18.7% | +11.3% |
| 6M | +31.8% | -6.3% | +38.1% | +29.5% |
| YTD | +80.0% | +36.5% | +43.5% | +43.9% |
| 1Y | +175.8% | +84.8% | +91.1% | +84.8% |
| 3Y | +364.2% | +176.6% | +187.7% | +140.6% |
| 5Y | +1,076.9% | +237.1% | +839.8% | +421.2% |
| All | +1,136.8% | +558.2% | +578.5% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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