+1,091.6%
ATI vs EIX
+21.5%
+1,070.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.4% | -3.1% |
| 7D | -2.7% | +0.8% | -3.5% | -3.1% |
| 30D | -13.5% | -18.8% | +5.3% | -7.2% |
| 3M | +8.5% | -19.7% | +28.2% | +16.0% |
| 6M | +25.2% | -18.2% | +43.4% | +32.5% |
| YTD | +73.4% | -1.7% | +75.2% | +67.4% |
| 1Y | +160.5% | +7.8% | +152.8% | +139.2% |
| 3Y | +347.3% | -5.6% | +352.9% | +321.0% |
| 5Y | +1,049.0% | +23.7% | +1,025.3% | +814.2% |
| All | +1,091.6% | +21.5% | +1,070.1% | +862.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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