+1,141.3%
ATI vs AEIS
+680.1%
+461.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.1% |
| 7D | -0.1% | +3.0% | -3.0% | -1.1% |
| 30D | +2.7% | -14.6% | +17.4% | +8.1% |
| 3M | +16.3% | -12.4% | +28.8% | +19.4% |
| 6M | +30.2% | -15.0% | +45.1% | +34.2% |
| YTD | +83.6% | +34.3% | +49.3% | +60.0% |
| 1Y | +173.0% | +87.4% | +85.6% | +109.4% |
| 3Y | +356.6% | +139.8% | +216.9% | +214.8% |
| 5Y | +1,074.2% | +220.7% | +853.5% | +615.5% |
| 10Y | +1,136.2% | +531.6% | +604.6% | +478.1% |
| All | +1,141.3% | +680.1% | +461.2% | +250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling