+311.1%
ATI vs EIX
+10.6%
+300.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.3% | +1.0% | +0.4% | +1.1% |
| 30D | -4.8% | +8.9% | -13.6% | -6.4% |
| 3M | -19.9% | -9.8% | -10.1% | -18.9% |
| 6M | +15.4% | -10.2% | +25.6% | +15.9% |
| YTD | +59.2% | +5.9% | +53.3% | +53.8% |
| 1Y | +86.3% | +10.9% | +75.4% | +77.9% |
| All | +311.1% | +10.6% | +300.5% | +253.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling