+1,178.1%
ATI vs ED
+105.2%
+1,072.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -9.5% | +1.9% | -11.4% | -10.1% |
| 3M | +10.4% | +1.9% | +8.5% | +9.3% |
| 6M | +31.8% | -2.3% | +34.1% | +32.0% |
| YTD | +80.0% | +10.9% | +69.1% | +72.2% |
| 1Y | +175.8% | +14.5% | +161.3% | +159.8% |
| 3Y | +364.2% | +33.4% | +330.9% | +296.3% |
| 5Y | +1,076.9% | +67.3% | +1,009.6% | +790.9% |
| 10Y | +1,178.1% | +110.7% | +1,067.4% | +932.4% |
| All | +1,178.1% | +105.2% | +1,072.8% | +932.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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