+1,076.9%
ATI vs EIX
+24.3%
+1,052.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.6% |
| 7D | +2.4% | +4.1% | -1.7% | +1.1% |
| 30D | -9.5% | -15.3% | +5.8% | -6.1% |
| 3M | +10.4% | -18.4% | +28.8% | +15.2% |
| 6M | +31.8% | -16.8% | +48.6% | +36.4% |
| YTD | +80.0% | -0.6% | +80.5% | +74.1% |
| 1Y | +175.8% | +10.7% | +165.2% | +155.3% |
| 3Y | +364.2% | -4.5% | +368.7% | +338.9% |
| 5Y | +1,076.9% | +24.0% | +1,052.8% | +823.8% |
| All | +1,076.9% | +24.3% | +1,052.6% | +823.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling