+939.4%
ATI vs EIX
+17.5%
+921.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.3% | +1.0% | +0.4% | +1.0% |
| 30D | -4.8% | +8.9% | -13.6% | -7.2% |
| 3M | -19.9% | -9.8% | -10.1% | -18.6% |
| 6M | +15.4% | -10.2% | +25.6% | +16.3% |
| YTD | +59.2% | +5.9% | +53.3% | +51.0% |
| 1Y | +86.3% | +10.9% | +75.4% | +73.5% |
| 3Y | +318.2% | +10.2% | +308.0% | +270.8% |
| All | +939.4% | +17.5% | +921.9% | +713.5% |
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