+1,004.3%
ATI vs AEIS
+145.4%
+858.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | +13.0% | +23.2% | -10.3% | +3.0% |
| 30D | +0.2% | -17.0% | +17.2% | +7.4% |
| 3M | -17.5% | -32.2% | +14.7% | -4.3% |
| 6M | +18.1% | -32.6% | +50.7% | +33.5% |
| YTD | +65.7% | +9.4% | +56.3% | +47.7% |
| 1Y | +91.9% | +7.7% | +84.3% | +71.9% |
| 3Y | +335.2% | +157.9% | +177.3% | +145.7% |
| 5Y | +1,004.3% | +154.8% | +849.5% | +496.7% |
| All | +1,004.3% | +145.4% | +858.9% | +496.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling